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~person:"Adcock, Chris"
~person:"Bessler, Wolfgang"
~subject:"Markowitz"
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Multi-asset portfolio optimization and out-of-sample performance : an evaluation of Black-Litterman, mean-variance, and naïve diversification approaches
Bessler, Wolfgang
;
Opfer, Heiko
;
Wolff, Dominik
- In:
The European journal of finance
23
(
2017
)
1/3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011736211
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