A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems

Reference : A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisat...


	Document type :	E-prints/Working papers : Already available on another site
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/5913

Title :	A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
Language :	English
Author, co-author :	Boissaux, Marc []
	Schiltz, Jang [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	2013
Publisher :	University of Luxembourg
Collection and collection volume :	LSF Working Papers 13-03
Number of pages :	18
Peer reviewed :	No
City :	Luxembourg
Country :	Luxembourg
Permalink :	http://hdl.handle.net/10993/5913
source URL :	http://wwwen.uni.lu/recherche/fdef/luxembourg_school_of_finance_research_in_finance/working_papers

File(s) associated to this reference

Fulltext file(s):

	File	Commentary	Version	Size	Access
Open access	Binder3_A Numerical Scheme for Multisignal Weight Constrained_03.2013.pdf		Publisher postprint	290.9 kB	View/Open

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