Black-Litterman model for continuous distributions (Q1622823)
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scientific article; zbMATH DE number 6981606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Black-Litterman model for continuous distributions |
scientific article; zbMATH DE number 6981606 |
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Black-Litterman model for continuous distributions (English)
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19 November 2018
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investment analysis
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Black-Litterman model
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asset allocation
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deviation measures
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numerical methods
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