On an adaptive Black-Litterman investment strategy using conditional fundamentalist information : a Brazilian case study
Betina Fernandes, Alexandre Street, Cristiano Fernandes, Davi Valladão
| Year of publication: |
2018
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|---|---|
| Authors: | Fernandes, Betina ; Street, Alexandre ; Fernandes, Cristiano Augusto Coelho ; Valladão, Davi |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 27.2018, p. 201-207
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| Subject: | Portfolio optimization | Black-Litterman model | Finance | Portfolio-Management | Portfolio selection | Brasilien | Brazil | Theorie | Theory | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006856