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Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)
A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
Schiltz, Jang
;
Boissaux, Marc
2014
•
Quantitative Methods in Finance
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https://hdl.handle.net/10993/19959
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2014_4 Sydney.pdf
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Disciplines :
Finance
Author, co-author :
Schiltz, Jang
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Boissaux, Marc
;
University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
External co-authors :
no
Language :
English
Title :
A Numerical Scheme for Multisignal Weight Constrained Conditioned Portfolio Optimisation Problems
Publication date :
17 December 2014
Event name :
Quantitative Methods in Finance
Event organizer :
Quantitative Finance Research Centre Sydney
Event place :
Sydney, Australia
Event date :
December 17-20, 2014
Audience :
International
Available on ORBilu :
since 06 February 2015
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