Open AccessUses and Misuses of the Black-Litterman Model in Portfolio Construction
Author(s) -
Ludwig B. Chincarini,
Dae-Hwan Kim
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1338969
Subject(s) - black–litterman model , portfolio , economics , econometrics , computer science , financial economics , portfolio optimization , replicating portfolio
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