Inverse Optimization: A New Perspective on the Black-Litterman Model (Q4909110)
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scientific article; zbMATH DE number 6143490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inverse Optimization: A New Perspective on the Black-Litterman Model |
scientific article; zbMATH DE number 6143490 |
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Inverse Optimization: A New Perspective on the Black-Litterman Model (English)
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12 March 2013
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finance
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portfolio optimization
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programming
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inverse optimization
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statistics
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estimation
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