Allocation optimale mean-VaR

Cette semaine, je ferais un exposé aux XXXVIVe Journées de statistiques à Angers sur l’allocation optimale sous contrainte de VaR, et je serais chairman de la session Risk Management.



Cite this blog post
Arthur Charpentier (2007, June 20). Allocation optimale mean-VaR. Freakonometrics. Retrieved February 26, 2024, from https://doi.org/10.58079/ou8h

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