Stable distributions in the Black–Litterman approach to asset allocation (Q5423194)
From MaRDI portal
scientific article; zbMATH DE number 5203407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable distributions in the Black–Litterman approach to asset allocation |
scientific article; zbMATH DE number 5203407 |
Statements
Stable distributions in the Black–Litterman approach to asset allocation (English)
0 references
22 October 2007
0 references
Black-Litterman model
0 references
risk measures
0 references
return distributions
0 references
