Reference : A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisat...
Scientific congresses, symposiums and conference proceedings : Unpublished conference
Business & economic sciences : Finance
http://hdl.handle.net/10993/19959
A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
English
Schiltz, Jang mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Boissaux, Marc mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
17-Dec-2014
Yes
International
Quantitative Methods in Finance
December 17-20, 2014
Quantitative Finance Research Centre Sydney
Sydney
Australia
http://hdl.handle.net/10993/19959

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