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scientific article; zbMATH DE number 6414012 - MaRDI portal

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Publication:5177491

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zbMath1307.62245MaRDI QIDQ5177491

Wan-Yi Chiu

Publication date: 12 March 2015

Full work available at URL: http://www.pphmj.com/abstract/8171.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

conditional distribution Black-Litterman model hedging effectiveness Sharpe-ratio

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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