Jang Schiltz

Personal Details

First Name:	Jang
Middle Name:
Last Name:	Schiltz
Suffix:
RePEc Short-ID:	psc563
	[This author has chosen not to make the email address public]

Affiliation

Department of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg

Luxembourg, Luxembourg
https://wwwen.uni.lu/research/fdef/df
RePEc:edi:sfsculu (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Jean-Daniel Guigou & Jang Schiltz, 2012. "Optimal mix of funded and unfunded pension systems: the case of Luxembourg," LSF Research Working Paper Series 12-13, Luxembourg School of Finance, University of Luxembourg.

   Cited by:

   1. Lin He & Zongxia Liang & Zhaojie Ren & Yilun Song, 2023. "Optimal Mix Among PAYGO, EET and Individual Savings," Papers 2302.09218, arXiv.org.
   2. Chavez-Bedoya, Luis & Castaneda, Ranu, 2021. "A benchmarking approach to track and compare administrative charges on flow and balance in individual account pension systems," Insurance: Mathematics and Economics, Elsevier, vol. 97(C), pages 7-23.
   3. M. Carmen Boado-Penas & Julia Eisenberg & Ralf Korn, 2019. "Transforming public pensions: A mixed scheme with a credit granted by the state," Papers 1912.12329, arXiv.org.
   4. Alonso-García, J. & Devolder, P., 2016. "Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 224-236.

2. Jang Schiltz & Marc Boissaux, 2011. "Practical weight-constrained conditioned portfolio optimization using risk aversion indicator signals," LSF Research Working Paper Series 11-12, Luxembourg School of Finance, University of Luxembourg.

   Cited by:

   1. Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," DEM Discussion Paper Series 13-3, Department of Economics at the University of Luxembourg.
   2. Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," LSF Research Working Paper Series 13-3, Luxembourg School of Finance, University of Luxembourg.

3. Marc Boissaux & Jang Schiltz, 2010. "An Optimal Control Approach to Portfolio Optimisation with Conditioning Information," LSF Research Working Paper Series 10-09, Luxembourg School of Finance, University of Luxembourg.

   Cited by:

   1. Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," DEM Discussion Paper Series 13-3, Department of Economics at the University of Luxembourg.
   2. Jang Schiltz & Marc Boissaux, 2013. "A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems," LSF Research Working Paper Series 13-3, Luxembourg School of Finance, University of Luxembourg.

Articles

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Chapters

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More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CMP: Computational Economics (2) 2010-12-18 2013-12-15

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