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"A Generalized Black-Litterman Model."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Shea D. Chen, Andrew E. B. Lim (2020)

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DOI: 10.1287/OPRE.2019.1893

access: closed

type: Journal Article

metadata version: 2020-05-04

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Shea D. Chen, Andrew E. B. Lim:
A Generalized Black-Litterman Model. Oper. Res. 68(2): 381-410 (2020)

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last updated on 2020-05-04 13:22 CEST by the dblp team

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