The Black-Litterman model : a consistent estimation of the parameter tau
Erindi Allaj
| Year of publication: |
2013
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|---|---|
| Authors: | Allaj, Erindi |
| Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 27.2013, 2, p. 217-251
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| Subject: | Black–Litterman model | Market efficiency | Bayesian statistics | GLS estimation | Two-stage CAPM estimation | Mean–variance optimization | Schätztheorie | Estimation theory | CAPM | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Effizienzmarkthypothese | Efficient market hypothesis | Kleinste-Quadrate-Methode | Least squares method |
| 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://ebvufind01.dmz1.zbw.eu/10009754526