The analysis of the Black-Litterman portfolio model by VEC and confidence level (Q2991648)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6613799
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The analysis of the Black-Litterman portfolio model by VEC and confidence level |
scientific article; zbMATH DE number 6613799 |
Statements
10 August 2016
0 references
asset allocation
0 references
Black-Litterman model
0 references
VEC model
0 references
confidence level
0 references
0.7881659865379333
0 references
0.7875503897666931
0 references
0.7769563794136047
0 references
0.7763562798500061
0 references
0.7704811096191406
0 references
