The dynamic Black-Litterman approach to asset allocation
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Publication:1751931
DOI10.1016/j.ejor.2016.11.045zbMath1402.91701OpenAlexW2401992370WikidataQ57934080 ScholiaQ57934080MaRDI QIDQ1751931
Evarist Stoja, Richard D. F. Harris, Linzhi Tan
Publication date: 25 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2016.11.045
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)
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Uses Software
Cites Work
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