Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)
A performance evaluation of weight-constrained conditioned portfolio optimization
Schiltz, Jang; Boissaux, Marc
2017Annual International Conference on Macroeconomic Analysis and
 

Files


Full Text
2017_3 Rethymno.pdf
Author postprint (1.29 MB)
Download

All documents in ORBilu are protected by a user license.

Send to



Details



Disciplines :
Finance
Author, co-author :
Schiltz, Jang ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Boissaux, Marc ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
External co-authors :
no
Language :
English
Title :
A performance evaluation of weight-constrained conditioned portfolio optimization
Publication date :
25 May 2017
Event name :
Annual International Conference on Macroeconomic Analysis and
Event organizer :
University of Crete
Event place :
Rethymno, Greece
Event date :
May 25-27, 2017
Audience :
International
Focus Area :
Finance
Available on ORBilu :
since 20 August 2017

Statistics


Number of views
43 (1 by Unilu)
Number of downloads
48 (1 by Unilu)

Bibliography


Similar publications



Contact ORBilu