"The dynamic Black-Litterman approach to asset allocation."

Richard D. F. Harris, Evarist Stoja, Linzhi Tan (2017)

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DOI: 10.1016/J.EJOR.2016.11.045

access: closed

type: Journal Article

metadata version: 2020-10-26

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Richard D. F. Harris, Evarist Stoja, Linzhi Tan:
The dynamic Black-Litterman approach to asset allocation. Eur. J. Oper. Res. 259(3): 1085-1096 (2017)

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