Black-Litterman Model with Multiple Experts’ Linguistic Views (Q5348613)
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scientific article; zbMATH DE number 6762285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Black-Litterman Model with Multiple Experts’ Linguistic Views |
scientific article; zbMATH DE number 6762285 |
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Black-Litterman Model with Multiple Experts’ Linguistic Views (English)
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18 August 2017
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Black-Litterman model
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fuzzy extensions
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portfolio selection model
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capital asset pricing model
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market
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random variables
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model extension
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