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Practical weight-constrained conditioned portfolio optimisation using risk aversion indicator signals
Boissaux, Marc
;
Schiltz, Jang
2011
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https://hdl.handle.net/10993/5915
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Practical weight-constrained conditioned portfolio optimisation using risk aversion indicator signals_2011(12).pdf
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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 :
Practical weight-constrained conditioned portfolio optimisation using risk aversion indicator signals
Publication date :
2011
Publisher :
University of Luxembourg, Luxembourg, Luxembourg
Number of pages :
24
Source :
http://wwwen.uni.lu/recherche/fdef/luxembourg_school_of_finance_research_in_finance/working_papers/working_papers_2011
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since 12 September 2013
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