A performance evaluation of weight-constrained conditioned portfolio optimisation using a new numerical scheme for multisignal problems

Reference : A performance evaluation of weight-constrained conditioned portfolio optimisation usi...


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/17412

Title :	A performance evaluation of weight-constrained conditioned portfolio optimisation using a new numerical scheme for multisignal problems
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 :	3-Jun-2014
Peer reviewed :	Yes
Audience :	International
Event name :	8th Bachelier World Congress
Event date :	2.6.2014-6.6.2014
Event organizer :	The Bachelier Finance Society
Event place (city) :	Brussels
Event country :	Belgium
Permalink :	http://hdl.handle.net/10993/17412

File(s) associated to this reference

Additional material(s):

	File	Commentary	Size	Access
Open access	2014_1 Bruxelles.pdf		747.94 kB	View/Open

All documents in ORBi^lu are protected by a user license.