Travail de recherche/Working paper
| Titre: |
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| Auteur: | Szafarz, Ariane; Briere, Marie |
| Statut de publication: | Publié, 2019-05-28 |
| series: | Working Papers CEB, 19-014 |
| Sujet CREF: | Economie |
| Sujet JEL: | Portfolio Choice; Investment Decisions |
| Optimization Techniques; Programming Models; Dynamic Analysis | |
| Financial Markets and the Macroeconomy | |
| Financial Crises | |
| Volumes/pages: | 14 p. |
| Mots-clés: | Portfolio management, asset allocation, factor, industry, sector, crisis |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:2013/287753 |
