Black-Litterman and beyond : the Bayesian paradigm in investment management
Year of publication: |
2021
|
---|---|
Authors: | Kolm, Petter N. ; Ritter, Gordon ; Simonian, Joseph |
Subject: | Quantitative methods | statistical methods | portfolio construction | performance measurement | Portfolio-Management | Portfolio selection | Theorie | Theory | Performance-Messung | Performance measurement | Statistische Methode | Statistical method | Statistische Methodenlehre | Statistical theory |
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