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	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference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
	Focus Areas :	Finance
	To cite this reference:	http://hdl.handle.net/10993/41443

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 [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	20-Dec-2019
Peer reviewed :	Yes
Audience :	International
Event name :	World Finance & Banking Symposium 2019
Event date :	19-21.12.2019
Event place (city) :	New Delhi
Event country :	India
Permalink :	http://hdl.handle.net/10993/41443

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Limited access	2019_5 New Delhi.pdf	Prsentation slides	Author postprint	1.26 MB	Request a copy

All documents in ORBi^lu are protected by a user license.