The Intuition Behind Black-Litterman Model Portfolios
Year of publication: |
[2002]
|
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Authors: | He, Guangliang |
Other Persons: | Litterman, Robert (contributor) |
Publisher: |
[2002]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.334304 [DOI] |
Classification: | C11 - Bayesian Analysis ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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