The dynamic Black-Litterman approach to asset allocation (Q1751931): Difference between revisions

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+Coherent Measures of Risk
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+Inverse Optimization: A New Perspective on the Black-Litterman Model
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Sharpe thinking in asset ranking with one-sided measures
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+Stable distributions in the Black–Litterman approach to asset allocation
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+Portfolio value-at-risk optimization for asymmetrically distributed asset returns
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+Portfolio selection with higher moments
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+Portfolio selection under distributional uncertainty: a relative robust CVaR approach
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+Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function
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+years of portfolio optimization: practical challenges and current trends
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+Risk and asset allocation.
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+Robust optimization using computer experiments
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+Robust asset allocation
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