Black-Litterman
关注
分享
扫一扫
Black-Litterman模型
Quant0xff
资料搜集自网络，如有侵权，请联系删除
展开
-
【AP】Multivariate GARCH models and the BL approach for tracking error constrained portfolios
论文解析系列 Multivariate GARCH models and the BL approach for tracking error constrained portfolios原创 2020-10-11 15:21:15 · 320 阅读 · 0 评论 -
【AP】A generalized BL model(1)
论文解析系列：A generalized BL model原创 2020-09-24 14:23:51 · 158 阅读 · 0 评论 -
【AP】A hybrid approach for generating investor views in Black-Litterman model
论文解读系列：A hybrid approach for generating investor views in Black-Litterman model原创 2020-09-16 19:53:05 · 357 阅读 · 0 评论 -
【BL】Black-Litterman Portfolio Optimization
Matlab环境下BL模型实验原创 2020-09-10 09:02:24 · 3066 阅读 · 4 评论 -
【AP】On the Bayesian interpretation of Black-Litterman(2)
论文解析系列，Black-Litterman模型，实证研究及结论原创 2020-09-08 17:28:01 · 191 阅读 · 0 评论 -
【AP】On the Bayesian interpretation of Black-Litterman(1)
论文解析系列，Black-Litterman模型原创 2020-09-06 19:33:58 · 315 阅读 · 0 评论