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Deconstructing Black-Litterman: How to Get the Portfolio You Already Knew You Wanted

Deconstructing Black-Litterman: How to Get the Portfolio You Already Knew You Wanted

Michaud, Richard O.; Esch, David N; Michaud, Robert
  • 期刊名称SSRN Electronic Journal
  • 作者Michaud, Richard O.; Esch, David N; Michaud, Robert
  • 电子ISSN1556-5068
  • 文件大小562.41KB
  • 发表时间2012
  • DOI10.2139/ssrn.2641893
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