Pages that link to "Item:Q4683054"
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The following pages link to A Black–Litterman asset allocation model under Elliptical distributions (Q4683054):
Displaying 11 items.
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Capital asset pricing model under distribution uncertainty (Q2165778) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
- Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
- A new class of symmetric distributions including the elliptically symmetric logistic (Q5092690) (← links)
- A derivation of the Black-Litterman formula and its symmetry property (Q6047404) (← links)
