On the Bayesian interpretation of Black-Litterman (Q1751675)
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scientific article; zbMATH DE number 6873526
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the Bayesian interpretation of Black-Litterman |
scientific article; zbMATH DE number 6873526 |
Statements
On the Bayesian interpretation of Black-Litterman (English)
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25 May 2018
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finance
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investment analysis
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Bayesian statistics
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Black-Litterman
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portfolio optimization
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0.8483671545982361
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0.8248582482337952
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0.8050848841667175
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0.7797291278839111
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0.7758302092552185
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