60 years of portfolio optimization: practical challenges and current trends (Q2514707)
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scientific article; zbMATH DE number 6395705
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| English | 60 years of portfolio optimization: practical challenges and current trends |
scientific article; zbMATH DE number 6395705 |
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60 years of portfolio optimization: practical challenges and current trends (English)
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3 February 2015
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Black-Litterman
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estimation errors
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mean-variance optimization
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multi-period optimization
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portfolio constraints
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portfolio optimization
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0.7470293045043945
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0.7409199476242065
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0.7378053665161133
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0.736815333366394
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0.731487512588501
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