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A performance evaluation of weight-constrained conditioned portfolio optimization
Schiltz, Jang; Boissaux, Marc
2017Annual International Conference on Macroeconomic Analysis and
 

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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 performance evaluation of weight-constrained conditioned portfolio optimization
Publication date :
25 May 2017
Event name :
Annual International Conference on Macroeconomic Analysis and
Event organizer :
University of Crete
Event place :
Rethymno, Greece
Event date :
May 25-27, 2017
Audience :
International
Focus Area :
Finance
Available on ORBilu :
since 20 August 2017

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