The Black-Litterman approach and views from predictive regressions : theory and implementation
Alois Geyer and Katarína Lučivjanská
| Year of publication: |
2016
|
|---|---|
| Authors: | Geyer, Alois ; Lučivjanská, Katarína |
| 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. 42.2016, 4, p. 38-48
|
| Subject: | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis | USA | United States | Theorie | Theory | 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/10011686085