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Entropy pooling with discrete weights in a time-dependent setting
Van der Schans, Martin
- In:
Computational economics
53
(
2019
)
4
,
pp. 1633-1647
Persistent link: https://www.econbiz.de/10012135580
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Time-Dependent Black–Litterman
Van der Schans, Martin
;
Steehouwer, Hens
- In:
The journal of asset management
18
(
2017
)
5
,
pp. 371-387
Persistent link: https://www.econbiz.de/10011704538
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