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Reference : Practical Weight-Constrained Conditioned Portfolio Optimisation Using Risk Aversion I... |
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| | Scientific congresses, symposiums and conference proceedings : Unpublished conference | |
| | Business & economic sciences : Finance
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| | http://hdl.handle.net/10993/8550 | |
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| 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) >] |
| 25-May-2011 |
| Yes |
| No |
| International |
| Forecasting Financial Markets 2011 |
| 25.-27.5.2011 |
| Marseille |
| France |
| http://hdl.handle.net/10993/8550 |
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