Reference
Kaiser, L., Veress, A., & Menichetti, M. J. (2012). Enhanced optimal portfolios - A controlled intergration of quantitative predictors. Presented at the 29th GdRE Annual International Symposium on Money, Banking and Finance, Nantes (France).
Publication type
Presentation at Scholarly Conference
Research
- Quantitative Investment Management and Portfolio Optimisation
- PhD-Thesis, March 2011 until February 2015 (finished)
Overall, the proposed dissertation project aims to contribute to academic literature by identifying research gaps in the field of quantitative investment management and answering the respective by ... more ...
Persons
Organizational Units
- Institute for Financial Services
- Chair in Business Administration, Banking and Financial Management