A performance evaluation of weight-constrained conditioned portfolio optimization

Reference : A performance evaluation of weight-constrained conditioned portfolio optimization


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/21871

Title :	A performance evaluation of weight-constrained conditioned portfolio optimization
Language :	English
Author, co-author :	Schiltz, Jang [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
	Boissaux, Marc []
Publication date :	22-Jul-2015
Peer reviewed :	Yes
Audience :	International
Event name :	World Finance Conference Buenos Aires
Event date :	July 22-24, 2015
Event organizer :	World Finance Conference
Event place (city) :	Buenos Aires
Event country :	Argentina
Permalink :	http://hdl.handle.net/10993/21871

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