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Active risk targeting 1 Black-Litterman 1 Mean-variance optimization 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risk 1 Tau 1 Theorie 1 Theory 1
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O'Toole, Randy 1
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The journal of asset management 1
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The Black-Litterman model : active risk targeting and the parameter tau
O'Toole, Randy - In: The journal of asset management 18 (2017) 7, pp. 580-587
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