The Black–Litterman model: the definition of views based on volatility forecasts
Duqi, Andi; Franci, Leonardo; Torluccio, Giuseppe
- 期刊名称Applied Financial Economics
- 作者Duqi, Andi; Franci, Leonardo; Torluccio, Giuseppe
- 卷第24卷
- 期第19期
- 印刷ISSN0960-3107
- 电子ISSN1466-4305
- 文件大小198.70KB
- 发表时间2014-10-02
- DOI10.1080/09603107.2014.925056
- 页码1285-1296