The Black-Latterman model : a risk budgeting perspective
Year of publication: |
2013
|
---|---|
Authors: | O'Toole, Randy |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 14.2013, 1, p. 2-13
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Statistische Methode | Statistical method | Welt | World |
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