Pages that link to "Item:Q1751675"
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The following pages link to On the Bayesian interpretation of Black-Litterman (Q1751675):
Displaying 9 items.
- Comparison and robustification of Bayes and Black-Litterman models (Q992041) (← links)
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- A Generalized Black–Litterman Model (Q5131465) (← links)
- Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361) (← links)
- A derivation of the Black-Litterman formula and its symmetry property (Q6047404) (← links)