Identification of Qualitative Weak Signals Coming from Asset Management Working Practices to Feed Forward-Looking Investment Pension Funds Models
Crossref DOI link: https://doi.org/10.1007/978-981-19-6755-9_7
Published Online: 2023-01-01
Published Print: 2023
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Fragnière, Emmanuel
Fischer, Pierre
Rrustemi, Jahja
Tuchschmid, Nils
Guillot, Olivier
Text and Data Mining valid from 2023-01-01
Version of Record valid from 2023-01-01
Chapter History
First Online: 1 January 2023