Portfolio optimization for a Large Investor under Partial Information and Price Impact

Activity: Talk or presentationScience to science

Period1 Jul 20162 Jul 2016
Event title14th EUROPT Workshop on Advances in Continuous Optimization
Event typeUnkonwn
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101007 Financial mathematics
  • 101024 Probability theory