Quantitative Allocation, Lecture Given at Ensai, Part II: Exercices and Computational Project

Leblanc, Matthieu

doi:10.2139/ssrn.1538333

Abstract

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Quantitative Allocation, Lecture Given at Ensai, Part II: Exercices and Computational Project

Matthieu Leblanc

Independent

January 18, 2010

Abstract:
Exercises and project. Lecture part II, Ensai, January and March 2010

Note: downloadable document is in French

Keywords: allocation, assets, horizon, portfolio management, risk

JEL Classification: C10, G11, G23, M21

working papers series

Date posted: January 24, 2010 ; Last revised: April 4, 2013

Suggested Citation

Leblanc, Matthieu, Quantitative Allocation, Lecture Given at Ensai, Part II: Exercices and Computational Project (January 18, 2010). Available at SSRN: http://ssrn.com/abstract=1538333 or http://dx.doi.org/10.2139/ssrn.1538333

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Matthieu Leblanc (Contact Author)

Independent ( email )

No Address Available