I have an SSD with 2 partitions.
The first partition belongs to Windows 10 and it worked fine.
I installed Ubuntu 15.10 on the second partition and it also works fine.
When I boot, grub is correctly displayed and shows both Windows and Ubuntu. If I select Ubuntu it can boot without issue and I can even access the Windows partition from Ubuntu, but if I try to boot Windows 10 it displays a black screen (like it will start normally) for a few seconds (perhaps 2 or 3 seconds) and then it goes back to grub without showing any message.
Find the Windows menu entry (looks like)
It did the trick.