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Incorporating Black-Litterman Views in Portfolio Construction when Stock Returns are a Mixture of Normals - MaRDI portal

Incorporating Black-Litterman Views in Portfolio Construction when Stock Returns are a Mixture of Normals (Q6287717)

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scientific article; zbMATH DE number 900317999
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Incorporating Black-Litterman Views in Portfolio Construction when Stock Returns are a Mixture of Normals
scientific article; zbMATH DE number 900317999

    Statements

    publication date
    10 June 2017
    0 references
    arXiv classification
    math.OC
    0 references
    author
    Burak Kocuk
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    Cornuéjols, Gérard
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    Identifiers

    arXiv ID
    1706.03287
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    Wikidata QID
    Q128815900
    0 references
     
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