A Generalized Black–Litterman Model (Q5131465)

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scientific article; zbMATH DE number 7271248
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English
A Generalized Black–Litterman Model
scientific article; zbMATH DE number 7271248

    Statements

    title
    A Generalized Black–Litterman Model (English)
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    author
    Shea D. Chen
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    Andrew E. B. Lim
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    publication date
    8 November 2020
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    zbMATH Keywords
    Black-Litterman model
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    portfolio selection
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    graphical models
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    Bayesian methods
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    Gibbs sampling
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    central limit theorem
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    Identifiers

    zbMATH DE Number
    7271248
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    OpenAlex ID
    W2997131022
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    Wikidata QID
    Q126406002
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