Optimal method for investing on assets using Black-Litterman model

DOI10.17654/MS101051123MaRDI QIDQ5269623zbMATH OpenFDO

Authors

Publication date 27 June 2017

Published in Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/10598.htm

zbMATH Keywords

tauriskmean-variancereturnassetBlack-Litterman

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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