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

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+Asset pricing and portfolio selection based on the multivariate extended skew-student-\(t\) distribution
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+Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
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+Stable distributions in the Black–Litterman approach to asset allocation
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+Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
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+Predicting stock price movements from past returns: the role of consistency and tax-loss selling
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+The dynamic Black-Litterman approach to asset allocation
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+On the Bayesian interpretation of Black-Litterman
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+Risk and asset allocation.
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+Theoretical and empirical estimates of mean-variance portfolio sensitivity
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+Optimal Scaling of Discrete Approximations to Langevin Diffusions
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+Generalized deviations in risk analysis
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+Optimality conditions in portfolio analysis with general deviation measures
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+Q3417687
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+Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
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+A Black–Litterman asset allocation model under Elliptical distributions
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+A generalized asymmetric Student-\(t\) distribution with application to financial econometrics
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