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Search: subject:"Black-Litterman"
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Portfolio selection
53
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52
Black-Litterman model
30
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30
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28
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26
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vela, Daniel
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ECONIS (ZBW)
58
RePEc
23
EconStor
3
BASE
2
Showing
1
-
10
of
86
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date (oldest first)
1
A novel integration of the Fama-French and
Black-Litterman
models to enhance portfolio management
Ko, Hyungjin
;
Son, Bumho
;
Lee, Jaewook
- In:
Journal of international financial markets, …
91
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
Saved in:
2
Lessons on risk, return, and portfolio construction from the great investors
Longo, John M.
-
2024
Persistent link: https://www.econbiz.de/10015047450
Saved in:
3
Asset allocation based on LSTM and the
Black
-
Litterman
model
Yao, Haixiang
;
Li, Xiaoxin
;
Li, Lijun
- In:
Applied economics letters
31
(
2024
)
17
,
pp. 1686-1691
Persistent link: https://www.econbiz.de/10015075596
Saved in:
4
Comparisons between the Markowitz model and the
Black-Litterman
model
Teng, Huei-Wen
-
2024
Persistent link: https://www.econbiz.de/10015047743
Saved in:
5
The enhanced benefits of ESG in portfolios : a multi-factor model perspective based on LightGBM
Gong, Xiaomin
;
Xie, Fei
;
Zhou, Zhongsheng
;
Zhang, Chenyang
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014576061
Saved in:
6
Using fear, greed and machine learning for optimizing global portfolios : a
Black-Litterman
approach
Barua, Ronil
;
Sharma, Anil Kumar
- In:
Finance research letters
58
(
2023
)
3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014631505
Saved in:
7
The impact of global economic policy uncertainty on portfolio optimization : a
Black-Litterman
approach
Han, Yingwei
;
Li, Jie
- In:
International review of financial analysis
86
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248289
Saved in:
8
Black-Litterman
model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints
Teplova, Tamara V.
;
Evgeniia, Mikova
;
Munir, Qaiser
; …
- In:
Economic change & restructuring
56
(
2023
)
1
,
pp. 515-535
Persistent link: https://www.econbiz.de/10013536410
Saved in:
9
A privacy-preserving robo-advisory system with the
Black-Litterman
portfolio model : a new framework and insights into investor behavior
Ko, Hyungjin
;
Byun, Junyoung
;
Lee, Jaewook
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014490160
Saved in:
10
Uncertainty in the
Black-Litterman
model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
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