Incorporating uncertainty into the Black–Litterman...

Applied Economics Letters 2011 / 11 Vol. 18; Iss. 17

Incorporating uncertainty into the Black–Litterman portfolio selection model

Simonian, Joseph, Davis, Josh
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Volume:
18
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/13504851.2011.562151
Date:
November, 2011
File:
PDF, 124 KB
english, 2011
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