A Generalized Black–Litterman Model (Q5131465): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 18:56, 5 March 2024
scientific article; zbMATH DE number 7271248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Black–Litterman Model |
scientific article; zbMATH DE number 7271248 |
Statements
A Generalized Black–Litterman Model (English)
0 references
8 November 2020
0 references
Black-Litterman model
0 references
portfolio selection
0 references
graphical models
0 references
Bayesian methods
0 references
Gibbs sampling
0 references
central limit theorem
0 references
