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Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)
A performance evaluation of weight-constrained conditioned portfolio optimization
SCHILTZ, Jang
;
Boissaux, Marc
2016
•
World Finance Conference Dubai
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https://hdl.handle.net/10993/31780
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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 :
no
Language :
English
Title :
A performance evaluation of weight-constrained conditioned portfolio optimization
Publication date :
15 December 2016
Event name :
World Finance Conference Dubai
Event organizer :
University of Dubai
Event place :
Dubai, United Arab Emirates
Event date :
14 - 16 December 2016
Audience :
International
Focus Area :
Finance
Available on ORBilu :
since 20 July 2017
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