| Practical weight-constrained conditioned portfolio optimisation using risk aversion indicator signals |
| English |
| Boissaux, Marc [] |
| Schiltz, Jang [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >] |
| 2011 |
| University of Luxembourg |
| LSF Research Working Paper Series 11-12 |
| 24 |
| No |
| Luxembourg |
| Luxembourg |
| http://hdl.handle.net/10993/5915 |
| http://wwwen.uni.lu/recherche/fdef/luxembourg_school_of_finance_research_in_finance/working_papers/working_papers_2011 |