Pages that link to "Item:Q1751675"
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The following pages link to On the Bayesian interpretation of Black-Litterman (Q1751675):
Displayed 6 items.
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection (Q4988547) (← links)
- Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361) (← links)