Inverse optimization: a new perspective on the Black-Litterman model (Q4909110)
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scientific article; zbMATH DE number 6143490
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| English | Inverse optimization: a new perspective on the Black-Litterman model |
scientific article; zbMATH DE number 6143490 |
Statements
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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0.8278113603591919
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0.7898678183555603
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0.788370668888092
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0.7830008864402771
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0.7769026756286621
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