Practical Weight-Constrained Conditioned Portfolio Optimisation Using Risk Aversion Indicator Signals

Reference : Practical Weight-Constrained Conditioned 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	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference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/10993/8550

Title :	Practical Weight-Constrained Conditioned 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 :	25-May-2011
Peer reviewed :	Yes
On invitation :	No
Audience :	International
Event name :	Forecasting Financial Markets 2011
Event date :	25.-27.5.2011
Event place (city) :	Marseille
Event country :	France
Permalink :	http://hdl.handle.net/10993/8550

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