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/2268/233185

Smart_Beta_Presentation-last.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 :

21 February 2019

Event name :

Brown Bag Seminar - HEC Montréal

Event organizer :

HEC Montréal

Event place :

Canada

Event date :

21st February 2019

Audience :

International

Available on ORBi :

since 24 February 2019

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64 (3 by ULiège)

Number of downloads

59 (3 by ULiège)