Black-Litterman model for continuous distributions
Andrzej Palczewski, Jan Palczewski
| Year of publication: |
2019
|
|---|---|
| Authors: | Palczewski, Andrzej ; Palczewski, Jan |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 273.2019, 2 (1.3.), p. 708-720
|
| Subject: | Investment analysis | Black-Litterman model | Asset allocation | Deviation measures | Numerical methods | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM | Kapitalanlage | Financial investment | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987580