Incorporating uncertainty into the Black-Litterman portfolio selection model
Joseph Simonian and Josh Davis
| Year of publication: |
2011
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|---|---|
| Authors: | Simonian, Joseph ; Davis, Joshua M. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 18.2011, 16/18, p. 1719-1722
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| Subject: | Portfolio-Management | Portfolio selection | Modellierung | Scientific modelling | Risiko | Risk | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009383340