Incorporating uncertainty into the Black-Litterman portfolio selection model
Year of publication: |
2011
|
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Authors: | Simonian, Joseph ; Davis, Joshua M. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 18.2011, 16/18, p. 1719-1722
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Subject: | Portfolio-Management | Portfolio selection | Modellierung | Scientific modelling | Risiko | Risk | Theorie | Theory |
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