Uncertainty in the Black-Litterman model : a practical note
Year of publication: |
[2019] ; Version: July 15, 2019
|
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Authors: | Fuhrer, Adrian ; Hock, Thorsten |
Publisher: |
Amberg-Weiden : Ostbayerische Technische Hochschule (OTH) |
Subject: | Asset Allocation | Bayesian | Diversification | Investment Decisions | Portfolio | Portfolio Choice | Uncertainty | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Bayes-Statistik | Bayesian inference | Kapitalanlage | Financial investment | CAPM | Entscheidung unter Unsicherheit | Decision under uncertainty |
Extent: | 1 Online-Ressource (circa 40 Seiten) Illustrationen |
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Series: | Weidener Diskussionspapiere. - Weiden : OTH, ZDB-ID 2747285-1. - Vol. Nr. 68 (Juli 2019) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Zusammenfassung in deutscher Sprache |
ISBN: | 978-3-937804-70-5 |
Other identifiers: | hdl:10419/202070 [Handle] |
Classification: | G11 - Portfolio Choice ; C11 - Bayesian Analysis ; D84 - Expectations; Speculations |
Source: | ECONIS - Online Catalogue of the ZBW |
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