Looking for the Tangent Portfolio: Risk Optimization Techniques on Equity Style Buckets

Scientific conference in universities or research centers (Scientific conferences in universities or research centers)

Lambert, Marie

2019

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https://hdl.handle.net/2268/232748

Smart_Beta_Presentation.pdf

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Disciplines :

Finance

Author, co-author :

Lambert, Marie ; Université de Liège - ULiège > HEC Liège : UER > Analyse financière et finance d'entreprise

Language :

English

Title :

Looking for the Tangent Portfolio: Risk Optimization Techniques on Equity Style Buckets

Publication date :

07 February 2019

Event name :

Research seminar at Paris Dauphine

Event organizer :

Paris Dauphine

Event date :

7th February 2019

Audience :

International

Available on ORBi :

since 08 February 2019

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71 (2 by ULiège)

Number of downloads

74 (1 by ULiège)