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A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
Boissaux, Marc; Schiltz, Jang
2013
 

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Disciplines :
Finance
Author, co-author :
Boissaux, Marc
Schiltz, Jang ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
Publication date :
2013
Publisher :
University of Luxembourg, Luxembourg, Luxembourg
Number of pages :
18
Available on ORBilu :
since 12 September 2013

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