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

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Inverse Optimization: A New Perspective on the Black-Litterman Model
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Sharpe thinking in asset ranking with one-sided measures
+Normal rank
@@ Property / cites work @@
+Stable distributions in the Black–Litterman approach to asset allocation
+Normal rank
@@ Property / cites work @@
+Portfolio value-at-risk optimization for asymmetrically distributed asset returns
+Normal rank
@@ Property / cites work @@
+Portfolio selection with higher moments
@@ Property / cites work: Portfolio selection with higher moments / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection under distributional uncertainty: a relative robust CVaR approach
+Normal rank
@@ Property / cites work @@
+Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
+Normal rank
@@ Property / cites work @@
+years of portfolio optimization: practical challenges and current trends
+Normal rank
@@ Property / cites work @@
+Risk and asset allocation.
@@ Property / cites work: Risk and asset allocation. / rank @@
+Normal rank
@@ Property / cites work @@
+Robust optimization using computer experiments
@@ Property / cites work: Robust optimization using computer experiments / rank @@
+Normal rank
@@ Property / cites work @@
+Robust asset allocation
@@ Property / cites work: Robust asset allocation / rank @@
+Normal rank
@@ Property / DBLP publication ID @@
+journals/eor/HarrisST17
@@ Property / DBLP publication ID: journals/eor/HarrisST17 / rank @@
+Normal rank