Reference : A performance evaluation of weight-constrained conditioned portfolio optimisation usi...
Scientific congresses, symposiums and conference proceedings : Unpublished conference
Business & economic sciences : Finance
http://hdl.handle.net/10993/17412
A performance evaluation of weight-constrained conditioned portfolio optimisation using a new numerical scheme for multisignal problems
English
Boissaux, Marc []
Schiltz, Jang mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
3-Jun-2014
Yes
International
8th Bachelier World Congress
2.6.2014-6.6.2014
The Bachelier Finance Society
Brussels
Belgium
http://hdl.handle.net/10993/17412

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