Scenario-based optimal control for multi-period portfolio optimization

Weibel, Marc

Publication type:	Conference other
Type of review:	Peer review (abstract)
Title:	Scenario-based optimal control for multi-period portfolio optimization
Authors:	Weibel, Marc
et. al:	No
Conference details:	Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023
Issue Date:	2023
Language:	English
Subject (DDC):	332: Financial economics
URI:	https://digitalcollection.zhaw.ch/handle/11475/29174
Fulltext version:	Published version
License (according to publishing contract):	Licence according to publishing contract
Departement:	School of Management and Law
Organisational Unit:	Institute of Wealth & Asset Management (IWA)
Appears in collections:	Publikationen School of Management and Law

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Weibel, M. (2023). Scenario-based optimal control for multi-period portfolio optimization. Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023.

Weibel, M. (2023) ‘Scenario-based optimal control for multi-period portfolio optimization’, in Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023.

M. Weibel, “Scenario-based optimal control for multi-period portfolio optimization,” in Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023, 2023.

WEIBEL, Marc, 2023. Scenario-based optimal control for multi-period portfolio optimization. In: Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023. Conference presentation. 2023

Weibel, Marc. 2023. “Scenario-Based Optimal Control for Multi-Period Portfolio Optimization.” Conference presentation. In Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023.

Weibel, Marc. “Scenario-Based Optimal Control for Multi-Period Portfolio Optimization.” Stochastic Control & Financial Engineering, Princeton, USA, 20-23 June 2023, 2023.