Black-Litterman and beyond : the Bayesian paradigm in investment management
Petter N. Kolm, Gordon Ritter, and Joseph Simonian
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2021.1.222 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012503370