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The Black–Litterman model: the definition of views based on volatility forecasts

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
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