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

Activity: Talk or presentation › Science to science

Period1 Jul 2016 → 2 Jul 2016
Event title14th EUROPT Workshop on Advances in Continuous Optimization
Event typeUnknown
Degree of RecognitionInternational

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101007 Financial mathematics
  • 101024 Probability theory