Gestion quantitative active: introduction de contraintes probabilistes

X. Connort, P. Astus and N. Sassenou

Working Papers from Caisse des Depots et Consignations - Cahiers de recherche

Abstract: Cette etude est la presentation d'une technique de gestion qui a ete developpe pour mieux tenir compte de l'information qui porte sur le benchmark (portefeuille de reference).

Keywords: INVESTISSEMENTS; RISQUE; GESTION; MARCHE FINANCIER (search for similar items in EconPapers)
JEL-codes: G11 G24 (search for similar items in EconPapers)
Pages: 47 pages
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:fth:cadeco:1996-05/f

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