Quantitative Allocation: Lecture given at Ensai (Part I)

Posted: 19 Jan 2010 Last revised: 14 Jun 2015

Matthieu Leblanc

SIMAFIN; SIMAFIN

Date Written: January 18, 2010

Abstract

Lecture given at Ensai (Rennes, France) in January 2010, Part I

Notes: Downloadable document is in French.

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

JEL Classification: C10, G11, G23, M21

Suggested Citation

Leblanc, Matthieu, Quantitative Allocation: Lecture given at Ensai (Part I) (January 18, 2010). Available at SSRN: https://ssrn.com/abstract=1538324 or http://dx.doi.org/10.2139/ssrn.1538324

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