The Black-Litterman Model : The Definition of Views Based On Volatility Forecasts
Year of publication: |
2016
|
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Authors: | Duqi, Andi |
Other Persons: | Franci, Leonardo (contributor) ; Torluccio, Giuseppe (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | CAPM | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (30 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 6, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2736053 [DOI] |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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