| A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems |
| English |
| Boissaux, Marc [] |
| Schiltz, Jang [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >] |
| 2013 |
| University of Luxembourg |
| LSF Working Papers 13-03 |
| 18 |
| No |
| Luxembourg |
| Luxembourg |
| http://hdl.handle.net/10993/5913 |
| http://wwwen.uni.lu/recherche/fdef/luxembourg_school_of_finance_research_in_finance/working_papers |