Using the Black and Litterman framework for stress test analysis in asset management
Rosella Giacometti; Domenico Mignacca
| Year of publication: |
2010
|
|---|---|
| Authors: | Giacometti, Rosella ; Mignacca, Domenico |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 11.2010/11, 4, p. 286-297
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871077