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

No full text

Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

Boissaux, Marc; Schiltz, Jang

2011 • Workshop on Investment Funds

Permalink
https://hdl.handle.net/10993/8377

No document available.

2011_4 Luxembourg.pdf

(537.09 kB)

All documents in ORBilu are protected by a user license.

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 condiitoned portfolio optimisation using risk aversion indicator signals

Publication date :

18 March 2011

Event name :

Workshop on Investment Funds

Event place :

Luxembourg, Luxembourg

Event date :

18.3.2011

Audience :

International

Available on ORBilu :

since 14 October 2013

Number of views

35 (0 by Unilu)

Number of downloads

24 (0 by Unilu)