A Generalized Black–Litterman Model (Q5131465): Difference between revisions

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+Inverse Optimization: A New Perspective on the Black-Litterman Model
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+Common risk factors in the returns on stocks and bonds
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+Markov chains and stochastic stability
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+General state space Markov chains and MCMC algorithms
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