Black-Litterman model for continuous distributions (Q1622823)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Black-Litterman model for continuous distributions
scientific article

    Statements

    Black-Litterman model for continuous distributions (English)
    0 references
    0 references
    0 references
    19 November 2018
    0 references
    investment analysis
    0 references
    Black-Litterman model
    0 references
    asset allocation
    0 references
    deviation measures
    0 references
    numerical methods
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers