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

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Fays, Boris; Lambert, Marie; Papageorgiou, Nicolas

2019 • 36th Annual Conference of the French Finance Association (AFFI)

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https://hdl.handle.net/2268/244978

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Disciplines :

Finance

Author, co-author :

Fays, Boris ; Université de Liège - ULiège > HEC Recherche

Lambert, Marie ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Analyse financière et finance d'entr.

Papageorgiou, Nicolas

Language :

English

Title :

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

Publication date :

June 2019

Event name :

36th Annual Conference of the French Finance Association (AFFI)

Event date :

17-19 June 2019

Audience :

International

Available on ORBi :

since 19 February 2020

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