Quotation 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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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 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 (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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