Explicit coupling of invormation prior ana likohood functiows in a Bayesian multivariate framework and application to a new non-orthgenal formulation of the Black-Litterman model
François Ogliaro; Robert K. Rice; Steward Becker; Leote de Carvahlo
| Year of publication: |
2012
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|---|---|
| Authors: | Ogliaro, François ; Rice, Robert K. ; Becker, Steward ; Leote de Carvahlo |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 13.2012, 2, p. 128-140
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010003950