Practical weight-constrained condiitoned portfolio optimisation using risk aversion indicator signals

Reference : Practical weight-constrained condiitoned portfolio optimisation using risk aversion i...


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/8377

Title :	Practical weight-constrained condiitoned portfolio optimisation using risk aversion indicator signals
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 :	18-Mar-2011
Peer reviewed :	Yes
On invitation :	No
Audience :	International
Event name :	Workshop on Investment Funds
Event date :	18.3.2011
Event place (city) :	Luxembourg
Event country :	Luxembourg
Permalink :	http://hdl.handle.net/10993/8377

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Open access	2011_4 Luxembourg.pdf		524.5 kB	View/Open

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