Reference : Practical weight-constrained conditioned portfolio optimisation using risk aversion i...
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Business & economic sciences : Finance
http://hdl.handle.net/10993/5915
Practical weight-constrained conditioned portfolio optimisation using risk aversion indicator signals
English
Boissaux, Marc []
Schiltz, Jang mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
2011
University of Luxembourg
LSF Research Working Paper Series 11-12
24
No
Luxembourg
Luxembourg
http://hdl.handle.net/10993/5915
http://wwwen.uni.lu/recherche/fdef/luxembourg_school_of_finance_research_in_finance/working_papers/working_papers_2011

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