The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation |
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The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (English)
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2 February 2021
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Black-Litterman model
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asset allocation strategies
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investor's views
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out-of-sample performance
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