A performance evaluation of weight-constrained conditioned portfolio optimization

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SCHILTZ, Jang; Boissaux, Marc

2015 • World Finance Conference Buenos Aires

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Disciplines :

Finance

Author, co-author :

SCHILTZ, Jang ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)

Boissaux, Marc

External co-authors :

Language :

English

Title :

A performance evaluation of weight-constrained conditioned portfolio optimization

Publication date :

22 July 2015

Event name :

World Finance Conference Buenos Aires

Event organizer :

World Finance Conference

Event place :

Buenos Aires, Argentina

Event date :

July 22-24, 2015

Audience :

International

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since 03 September 2015

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