The dynamic Black-Litterman approach to asset allocation (Q1751931)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The dynamic Black-Litterman approach to asset allocation
scientific article

    Statements

    The dynamic Black-Litterman approach to asset allocation (English)
    0 references
    0 references
    0 references
    0 references
    25 May 2018
    0 references
    finance
    0 references
    Black-Litterman model
    0 references
    multivariate conditional volatility
    0 references
    portfolio optimization
    0 references
    tail risk
    0 references

    Identifiers