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Global portfolio optimization
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1
Modern investment management : an equilibrium approach
Litterman, Robert Bruce
-
2003
Persistent link: https://www.econbiz.de/10001713102
Saved in:
2
Returns from alpha and beta : an equilibrium approach to investing
Litterman, Robert Bruce
- In:
Central bank reserve management : new trends, from …
,
(pp. 175-180)
.
2007
Persistent link: https://www.econbiz.de/10003529501
Saved in:
3
Hot spots and hedges
Litterman, Robert Bruce
- In:
The legacy of Fischer Black
,
(pp. 55-95)
.
2005
Persistent link: https://www.econbiz.de/10003404011
Saved in:
4
The limits of counter-cyclical monetary policy : an analysis based on optimal control theory and vector autoregressions
Litterman, Robert Bruce
Persistent link: https://www.econbiz.de/10001268041
Saved in:
5
Optimal control of the money supply
Litterman, Robert Bruce
-
1983
Persistent link: https://www.econbiz.de/10000702691
Saved in:
6
A random walk, Markov model for the distribution of time series
Litterman, Robert Bruce
-
1983
Persistent link: https://www.econbiz.de/10000702700
Saved in:
7
A use of index models in macroeconomic forecasting
Litterman, Robert Bruce
-
1982
Persistent link: https://www.econbiz.de/10000703204
Saved in:
8
Active Alpha Investing : ein neues Paradigma für die Herausforderungen im Asset Management des 21. Jahrhunderts
Litterman, Robert Bruce
-
2006
Persistent link: https://www.econbiz.de/10003378843
Saved in:
9
How monetary policy in 1985 affects the outlook
Litterman, Robert Bruce
- In:
Federal Reserve Bank of Minneapolis quarterly review
9
(
1985
)
4
,
pp. 2-13
Persistent link: https://www.econbiz.de/10001008657
Saved in:
10
A Bayesian procedure for forecasting with vector autoregressions
Litterman, Robert Bruce
-
1980
-
Rev
Persistent link: https://www.econbiz.de/10000909115
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