A Generalized Black–Litterman Model (Q5131465)
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scientific article; zbMATH DE number 7271248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Black–Litterman Model |
scientific article; zbMATH DE number 7271248 |
Statements
A Generalized Black–Litterman Model (English)
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8 November 2020
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Black-Litterman model
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portfolio selection
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graphical models
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Bayesian methods
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Gibbs sampling
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central limit theorem
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