XVII Workshop on Quantitative Finance -- Session on PORTFOLIO SELECTION (Sala Stemmi)
Parallel Sessions
28 January 2016 - 28 January 2016Current List of Participants (See Documents)
Alberto Santangelo
Communication: PORTFOLIO SELECTION: Risk budgeting and diversifi cation based on optimized uncorrelated factors
Andrea Scozzari
Communication: PORTFOLIO SELECTION: On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection
Fabio Tardella
Communication: PORTFOLIO SELECTION: On Exact and Approximate Stochastic Dominance Strategies for Portfolio Selection