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, .
BibTeX
Tags
Press 'enter' for creating the tagPublication'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)