A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction
Stephen Satchell and Alan Scowcroft
| Year of publication: |
2007
|
|---|---|
| Authors: | Satchell, Stephen ; Scowcroft, Alan |
| Published in: |
Forecasting expected returns in the financial markets. - Amsterdam [u.a.] : Elsevier/AP, ISBN 0-7506-8321-X. - 2007, p. 39-53
|
| Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003557932