Black-Litterman model for continuous distributions (Q1622823): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 03:30, 1 February 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