A performance evaluation of weight-constrained conditioned portfolio optimization

Reference : A performance evaluation of weight-constrained conditioned portfolio optimization


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	Focus Areas :	Finance
	To cite this reference:	http://hdl.handle.net/10993/31948

Title :	A performance evaluation of weight-constrained conditioned portfolio optimization
Language :	English
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) >]
Publication date :	25-May-2017
Peer reviewed :	Yes
On invitation :	No
Audience :	International
Event name :	Annual International Conference on Macroeconomic Analysis and
Event date :	May 25-27, 2017
Event organizer :	University of Crete
Event place (city) :	Rethymno
Event country :	Grece
Permalink :	http://hdl.handle.net/10993/31948

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	File	Commentary	Version	Size	Access
Open access	2017_3 Rethymno.pdf		Author postprint	1.26 MB	View/Open

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