Black-Litterman, exotic beta and varying efficient portfolios : an integrated approach
Ricky Alyn Cooper and Marat Molyboga
| Year of publication: |
June 2017
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|---|---|
| Authors: | Cooper, Ricky Alyn ; Molyboga, Marat |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 6.2017, 3, p. 13-30
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| Subject: | Black-Litterman | exotic betas | risk parity | reverse optimization | alpha model | risk-adjusted returns | Portfolio-Management | Portfolio selection | CAPM | Betafaktor | Beta risk | Theorie | Theory | Risiko | Risk | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2017.084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011731202