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The Black-Latterman model : a risk budgeting perspective
O'Toole, Randy - In: The journal of asset management 14 (2013) 1, pp. 2-13
Persistent link: https://www.econbiz.de/10009751823
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The Black-Litterman model : active risk targeting and the parameter tau
O'Toole, Randy - In: The journal of asset management 18 (2017) 7, pp. 580-587
Persistent link: https://www.econbiz.de/10011855239