Quotation Eksi-Altay, Zehra and Ku, Hyejin. 2016. Portfolio optimization for a Large Investor under Partial Information and Price Impact. 14th EUROPT Workshop on Advances in Continuous Optimization, Warsaw, Poland, 01.07-02.07, .


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Portfolio optimization for a Large Investor under Partial Information and Price Impact
Event 14th EUROPT Workshop on Advances in Continuous Optimization
Year 2016
Date 01.07-02.07,
Country Poland
Location Warsaw

Associations

People
Eksi-Altay, Zehra (Details)
External
Ku, Hyejin (York University, Canada)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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