Black-Litterman model for continuous distributions (Q1622823): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q61820841, #quickstatements; #temporary_batch_1710862453543
Set OpenAlex properties.
Property / OpenAlex ID
 
Property / OpenAlex ID: W3124271141 / rank
 
Normal rank

Revision as of 20:58, 19 March 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
    0 references
    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

    Identifiers