Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Mean-Variance Portfolio Selection with Tracking Error Penalization.
Continuous-time mean-variance problem, Parameter misspecification, Robustified alloca- tion, Robustified allocation, Tracking error
Mean-Variance Portfolio Selection with Tracking Error Penalization.
Continuous-time mean-variance problem, Parameter misspecification, Robustified alloca- tion, Robustified allocation, Tracking error
Mean-variance portfolio selection with tracking error penalization.
Continuous-time mean-variance problem, Parameter misspecification, Robustified alloca- tion, Robustified allocation, Tracking error