Asset allocation with multiple analysts' views : a robust approach
Year of publication: |
2019
|
---|---|
Authors: | Lu, I-Chen ; Tee, Kaihong ; Li, Baibing |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 20.2019, 3, p. 215-228
|
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 |
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