Enhancing the Black-Litterman and related approaches : views and stress-test factors
Attilio Meucci
| Year of publication: |
2009
|
|---|---|
| Authors: | Meucci, Attilio |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 10.2009/10, 2, p. 89-96
|
| Subject: | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003854334