Pages that link to "Item:Q1622823"
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The following pages link to Black-Litterman model for continuous distributions (Q1622823):
Displaying 9 items.
- On the Bayesian interpretation of Black-Litterman (Q1751675) (← links)
- The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
- A more human-like portfolio optimization approach (Q1752192) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- Inverse Optimization: A New Perspective on the Black-Litterman Model (Q4909110) (← links)
- A Generalized Black–Litterman Model (Q5131465) (← links)
- A derivation of the Black-Litterman formula and its symmetry property (Q6047404) (← links)
- On the solution uniqueness in portfolio optimization and risk analysis (Q6649933) (← links)