Black-Litterman with a factor strucure applied to multi-asset portfolios
Year of publication: |
2018
|
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Authors: | Figelman, Ilya |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 44.2018, 2, p. 136-155
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | CAPM |
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