The Black-Litterman model explained
Year of publication: |
2010
|
---|---|
Authors: | Cheung, Wing |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 11.2010/11, 4, p. 229-243
|
Subject: | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | CAPM |
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