Active risk sensitivity to views using the Black–Litterman...

Journal of Asset Management 2012 / 2 Vol. 13; Iss. 1

Active risk sensitivity to views using the Black–Litterman model

Braga, Maria Debora, Natale, Francesco Paolo
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Volume:
13
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2011.25
Date:
February, 2012
File:
PDF, 318 KB
english, 2012
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