The Black-Litterman model : a consistent estimation of the parameter tau
| Year of publication: |
2013
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|---|---|
| Authors: | Allaj, Erindi |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1555-4961, ZDB-ID 20524808. - Vol. 27.2013, 2, p. 217-251
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