A Black-Litterman Asset Allocation Model Under Elliptical...

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SSRN Electronic Journal 2010

A Black-Litterman Asset Allocation Model Under Elliptical Distributions

Xiao, Yugu, Valdez, Emiliano A.
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1664117
File:
PDF, 244 KB
english, 2010
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