The dynamic Black-Litterman approach to asset allocation (Q1751931): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 06:48, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dynamic Black-Litterman approach to asset allocation |
scientific article |
Statements
The dynamic Black-Litterman approach to asset allocation (English)
0 references
25 May 2018
0 references
finance
0 references
Black-Litterman model
0 references
multivariate conditional volatility
0 references
portfolio optimization
0 references
tail risk
0 references
