Eksi-Altay, Zehra and Ku, Hyejin. 2016. Portfolio optimization for a Large Investor under Partial Information and Price Impact. 9th World Congress of the Bachelier Finance Society, New York, United States/USA, 15.07-19.07.
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| 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 | 9th World Congress of the Bachelier Finance Society |
| Year | 2016 |
| Date | 15.07-19.07 |
| Country | United States/USA |
| Location | New York |
Associations
- People
- Eksi-Altay, Zehra (Details)
- External
- Ku, Hyejin (York University, Canada)
- Organization
- Institute for Statistics and Mathematics IN (Details)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)