A Black–Litterman asset allocation model under Elliptical distributions (Q4683054)
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scientific article; zbMATH DE number 6939258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Black–Litterman asset allocation model under Elliptical distributions |
scientific article; zbMATH DE number 6939258 |
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A Black–Litterman asset allocation model under Elliptical distributions (English)
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19 September 2018
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optimal asset allocation
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Black-Litterman model
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risk measures
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elliptical distributions
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