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The Black-Litterman approach and views from predictive regressions : theory and implementation
Geyer, Alois; Lučivjanská, Katarína - In: The journal of portfolio management : a publication of … 42 (2016) 4, pp. 38-48
Persistent link: https://www.econbiz.de/10011686085
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Performance control and risk calibration in the Black-Litterman model
Tee, Chyng Wen; Huang, Shirley; Lim, Kian-Guan - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 126-135
Persistent link: https://www.econbiz.de/10011687171
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Beyond equilibrium, the Black-Litterman approach
Litterman, Bob - In: Modern investment management : an equilibrium approach, (pp. 76-88). 2003
Persistent link: https://www.econbiz.de/10002112010
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Explicit coupling of invormation prior ana likohood functiows in a Bayesian multivariate framework and application to a new non-orthgenal formulation of the Black-Litterman model
Ogliaro, François; Rice, Robert K.; Becker, Steward; … - In: The journal of asset management 13 (2012) 2, pp. 128-140
Persistent link: https://www.econbiz.de/10009550603
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Beyond Black-Litterman : letting the data speak
Zhou, Guofu - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 36-45
Persistent link: https://www.econbiz.de/10003909565
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Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
Durham, Garland B.; Gallant, A. Ronald - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 297-316
Persistent link: https://www.econbiz.de/10001694701
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Likelihood-based specification analysis of continuous-time models of the short-term interest rate
Durham, Garland B. - In: Journal of financial economics 70 (2003) 3, pp. 463-487
Persistent link: https://www.econbiz.de/10001837787
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Duration dependence in US business cycles : an analysis using the modulated power law process
Zhou, Haigang; Rigdon, Steven E. - In: Journal of economics and finance 32 (2008) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10003710656
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Portfolio-Optimierung und Beta-Bestimmung unter Verwendung impliziter Informationen
Saßning, Sven - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009691279