The dynamic Black-Litterman approach to asset allocation (Q1751931)
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scientific article; zbMATH DE number 6873661
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The dynamic Black-Litterman approach to asset allocation |
scientific article; zbMATH DE number 6873661 |
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The dynamic Black-Litterman approach to asset allocation (English)
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25 May 2018
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finance
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Black-Litterman model
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multivariate conditional volatility
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portfolio optimization
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tail risk
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0.833622932434082
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0.8096696734428406
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0.8030523657798767
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0.7830008864402771
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0.7819563150405884
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