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.


OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (June 20, 2007). Allocation optimale mean-VaR. Freakonometrics. Retrieved March 18, 2025 from https://doi.org/10.58079/ou8h


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