The dynamic Black-Litterman approach to asset allocation (Q1751931): Difference between revisions

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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Risk and asset allocation.
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+Robust optimization using computer experiments
@@ Property / cites work: Robust optimization using computer experiments / rank @@
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+Robust asset allocation
@@ Property / cites work: Robust asset allocation / rank @@
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+journals/eor/HarrisST17
@@ Property / DBLP publication ID: journals/eor/HarrisST17 / rank @@
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+Publication:1751931