Prof. Dr. Jang Schiltz
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| Faculté ou Centre | Faculté de Droit, d'Économie et de Finance | ||||||||
| Department | Département Finance | ||||||||
| Adresse postale |
Campus Kirchberg, Université du Luxembourg 6, rue Richard Coudenhove-Kalergi L-1359 Luxembourg |
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| Bureau sur le campus | F 108 | ||||||||
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| Téléphone | (+352) 46 66 44 6800 | ||||||||
| Langues parlées | English, French, German, Luxembourgish | ||||||||
Last updated on: 27 sept 2017
"Conditioned Higher Moment Portfolio Optimisation Using Optimal Control", (with M. Boissaux), V. Terraza & H. Razafitombo (eds.), Understanding Investment Funds: Insights from Performance and Risk Analysis, p. 106-128), 2013
"On the classical solution to the linear-constrained minimum energy problem", (with M. Boissaux), International Journal of Control, 85-2, p. 143-146, 2012
"Optimal mix of funded and unfunded pension systems: the case of Luxembourg", (with J.-D. Guigou, B. Lovat), Pensions, 17-4, p. 208-222, 2012
"On the Efficiency of Risk Measures for Funds of Hedge Funds", (with F. Laube, V. Terraza), Journal of Derivatives and Hedge Fund, 17-1, p. 63-84, 2011
"Analysis of the salary trajectories in Luxembourg: a finite mixture model approach", (with J.-D. Guigou, B. Lovat), Proceeding of the 1st International Conference on Stochastic Modeling Techniques and Data Analysis, p. 319-326, 2011
"The impact of ageing population on pay-as-you-go pension systems: The case of Luxembourg", (with J.-D. Guigou, B. Lovat), Journal of International Finance and Economics, 10-1, p. 110-122, 2010
Last updated on: 08 sept 2014
