Performance control and risk calibration in the Black-Litterman model
Chyng Wen Tee, Shirley Huang, and Kian Guan Lim
| Year of publication: |
2017
|
|---|---|
| Authors: | Tee, Chyng Wen ; Huang, Shirley ; Lim, Kian-Guan |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 43.2017, 3, p. 126-135
|
| Subject: | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | USA | United States | CAPM |
| 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/10011687171