Open AccessROBUST PORTFOLIO OPTIMIZATION UNDER CONFLICTING VIEWS: A BLACK-LITTERMAN MODEL APPROACH
Author(s) -
DIMAS LEAO RAMOS
Publication year - 2017
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.45680
Subject(s) - black–litterman model , portfolio optimization , portfolio , asset (computer security) , computer science , asset allocation , robust optimization , post modern portfolio theory , capital asset pricing model , econometrics , task (project management) , economics , replicating portfolio , financial economics , mathematical optimization , mathematics , computer security , management
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