Black–Litterman with a Factor Structure Applied to...

Black–Litterman with a Factor Structure Applied to Multi-Asset Portfolios

Figelman, Ilya
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Volume:
44
Language:
english
Journal:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2018.44.2.136
Date:
December, 2017
File:
PDF, 2.34 MB
english, 2017
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