Uses and Misuses of the Black-Litterman Model in Portfolio Construction

Ludwig B. Chincarini, Daehwan Kim

Journal of Mathematical Finance Vol.3 No.1A

Full-Text HTML XML   Pub. Date: March 29, 2013

DOI: 10.4236/jmf.2013.31A015   4,530 Downloads  8,555 Views  Citations
This article belongs to the Special Issue on Forecasting and Portfolio Construction

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