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Practical Weight-Constrained Conditioned Portfolio Optimisation Using Risk Aversion Indicator Signals
Boissaux, Marc; Schiltz, Jang
2011Forecasting Financial Markets 2011
 

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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 :
25 May 2011
Event name :
Forecasting Financial Markets 2011
Event place :
Marseille, France
Event date :
25.-27.5.2011
Audience :
International
Available on ORBilu :
since 15 October 2013

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