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

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Latest revision as of 02:44, 13 November 2024

scientific article
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The dynamic Black-Litterman approach to asset allocation
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    The dynamic Black-Litterman approach to asset allocation (English)
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    25 May 2018
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    finance
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    Black-Litterman model
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    multivariate conditional volatility
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    portfolio optimization
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    tail risk
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