Asset allocation with multiple analysts' views : a robust approach
I-Chen Lu, Kai-Hong Tee, Baibing Li
| Year of publication: |
2019
|
|---|---|
| Authors: | Lu, I-Chen ; Tee, Kaihong ; Li, Baibing |
| Published in: |
Journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 3, p. 215-228
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| Subject: | Analysts' recommendation | Black-Litterman model | Fuzzy logic | Portfolio selection | Robust optimisation | Portfolio-Management | Fuzzy-Set-Theorie | Fuzzy sets | Finanzanalyse | Financial analysis | Anlageberatung | Financial advisors | Kapitalanlage | Financial investment | Robustes Verfahren | Robust statistics | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-019-00115-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012059802