The dynamic Black-Litterman approach to asset allocation (Q1751931)
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scientific article; zbMATH DE number 6873661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamic Black-Litterman approach to asset allocation |
scientific article; zbMATH DE number 6873661 |
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The dynamic Black-Litterman approach to asset allocation (English)
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25 May 2018
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finance
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Black-Litterman model
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multivariate conditional volatility
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portfolio optimization
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tail risk
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