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Jang Schiltz

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Personal Details

First Name:Jang
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Last Name:Schiltz
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RePEc Short-ID:psc563
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Location: Luxembourg, Luxembourg
Homepage: http://www.lsf.lu/
Email:
Phone: +352 46 66 44 6335
Fax: +352 46 66 44 6811
Postal: Bâtiment K2, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg
Handle: RePEc:edi:sfsculu (more details at EDIRC)
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  1. 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.
  2. Marc Boissaux & Jang Schiltz, 2012. "Conditioned Higher Moment Portfolio Optimisation Using Optimal Control," LSF Research Working Paper Series 12-2, Luxembourg School of Finance, University of Luxembourg.
  3. 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.
  4. 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.
  5. 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.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (2) 2010-12-18 2013-12-15. Author is listed

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