On the Bayesian interpretation of Black–Litterman
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DOI: 10.1016/j.ejor.2016.10.027
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Cited by:
- Palczewski, Andrzej & Palczewski, Jan, 2019. "Black–Litterman model for continuous distributions," European Journal of Operational Research, Elsevier, vol. 273(2), pages 708-720.
- Tamara Teplova & Mikova Evgeniia & Qaiser Munir & Nataliya Pivnitskaya, 2023. "Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints," Economic Change and Restructuring, Springer, vol. 56(1), pages 515-535, February.
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Keywords
Finance; Investment analysis; Bayesian statistics; Black–Litterman; Portfolio optimization;All these keywords.
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