Performance Control and Risk Calibration in the Black–Litterman Model
Tee, Chyng Wen, Huang, Shirley, Lim, Kian GuanТом:
43
Мова:
english
Журнал:
The Journal of Portfolio Management
DOI:
10.3905/jpm.2017.43.3.126
Date:
April, 2017
Файл:
PDF, 1.28 MB
english, 2017