mean-variance optimization of a large portfolio

2

Upload: groupe-leonard-de-vinci

Post on 25-Dec-2015

12 views

Category:

Documents


1 download

DESCRIPTION

Projet d'Innovation Industrielle ESILV, 5e année 2014-2015, école d'ingénieurs

TRANSCRIPT

Page 1: Mean-variance optimization of a large portfolio
Page 2: Mean-variance optimization of a large portfolio

dements effectués