A performance evaluation of weight-constrained conditioned portfolio optimization

No full text

Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

Schiltz, Jang; Boissaux, Marc

2015 • World Finance Conference Buenos Aires

Permalink
https://hdl.handle.net/10993/21871

No document available.

2015_4 Buenos Aires.pdf

(733.02 kB)

All documents in ORBilu are protected by a user license.

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

Available on ORBilu :

since 03 September 2015

Number of views

53 (1 by Unilu)

Number of downloads

94 (0 by Unilu)