Open AccessROBUST PORTFOLIO OPTIMIZATION UNDER CONFLICTING VIEWS: A BLACK-LITTERMAN MODEL APPROACH
Author(s) -
DIMAS LEAO RAMOS
Publication year - 2019
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.45680
Subject(s) - black–litterman model , portfolio , portfolio optimization , computer science , economics , financial economics , replicating portfolio