Details about Jang Schiltz

Access statistics for papers by Jang Schiltz.

Last updated 2023-12-07. Update your information in the RePEc Author Service.

Short-id: psc563

Working Papers

2013

1. A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg

2012

2. Conditioned Higher Moment Portfolio Optimisation Using Optimal Control
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg
   See also Chapter Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control, Palgrave Macmillan Books, Palgrave Macmillan (2013) (2013)
3. Optimal mix of funded and unfunded pension systems: the case of Luxembourg
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (4)

2011

4. Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (2)

2010

5. An Optimal Control Approach to Portfolio Optimisation with Conditioning Information
   LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg View citations (2)

Journal Articles

2020

1. Luxembourg Fund Data Repository
   Data, 2020, 5, (3), 1-15

Chapters

2013

1. Conditioned Higher-Moment Portfolio: Optimization Using Optimal Control
   Palgrave Macmillan
   See also Working Paper Conditioned Higher Moment Portfolio Optimisation Using Optimal Control, Luxembourg School of Finance, University of Luxembourg (2012) (2012)