Pages that link to "Item:Q1751931"
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The following pages link to The dynamic Black-Litterman approach to asset allocation (Q1751931):
Displaying 6 items.
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Horses for courses: mean-variance for asset allocation and \(1/N\) for stock selection (Q2028868) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Multi-period portfolio selection with investor views based on scenario tree (Q2073082) (← links)
- The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation (Q2221479) (← links)
- Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange (Q5119116) (← links)
