
International Portfolio Allocation under Model Uncertainty
Author(s) -
Pierpaolo Benigno,
Salvatore Nisticò
Publication year - 2009
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w14734
Subject(s) - portfolio , black–litterman model , portfolio allocation , computer science , economics , portfolio optimization , econometrics , financial economics , replicating portfolio