Using the Black and Litterman framework for stress test...

Using the Black and Litterman framework for stress test analysis in asset management

Giacometti, Rosella, Mignacca, Domenico
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Volume:
11
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2009.33
Date:
October, 2010
File:
PDF, 201 KB
english, 2010
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