Comparison and robustification of Bayes and Black-Litterman models (Q992041): Difference between revisions

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Revision as of 03:45, 3 July 2024

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Comparison and robustification of Bayes and Black-Litterman models
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    Comparison and robustification of Bayes and Black-Litterman models (English)
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    8 September 2010
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    portfolio optimization
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    robust optimization
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    Bayes model
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    Black-Litterman model
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