Black-Litterman model for continuous distributions (Q1622823): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.ejor.2018.08.013 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.EJOR.2018.08.013 / rank | |||
Normal rank | |||
Revision as of 00:16, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Black-Litterman model for continuous distributions |
scientific article |
Statements
Black-Litterman model for continuous distributions (English)
0 references
19 November 2018
0 references
investment analysis
0 references
Black-Litterman model
0 references
asset allocation
0 references
deviation measures
0 references
numerical methods
0 references
0 references
0 references
0 references
0 references
