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A performance evaluation of weight-constrained conditioned portfolio optimization
Schiltz, Jang; Boissaux, Marc
2016World Finance Conference Dubai
 

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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
External co-authors :
no
Language :
English
Title :
A performance evaluation of weight-constrained conditioned portfolio optimization
Publication date :
15 December 2016
Event name :
World Finance Conference Dubai
Event organizer :
University of Dubai
Event place :
Dubai, United Arab Emirates
Event date :
14 - 16 December 2016
Audience :
International
Focus Area :
Finance
Available on ORBilu :
since 20 July 2017

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