Reference : Practical weight-constrained condiitoned portfolio optimisation using risk aversion i...
Scientific congresses, symposiums and conference proceedings : Unpublished conference
Business & economic sciences : Finance
http://hdl.handle.net/10993/8377
Practical weight-constrained condiitoned 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) >]
18-Mar-2011
Yes
No
International
Workshop on Investment Funds
18.3.2011
Luxembourg
Luxembourg
http://hdl.handle.net/10993/8377

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