Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization

Todor Stoilov; Krasimira Stoilova; Miroslav Vladimirov
Други: Мирослав Владимиров (*)

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Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization

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Източник: Cybernetics and Information Technologies
Издателство: Inst. of Inform. a. Communication Technologies BAS
Местоиздаване: Sofia
Година на издаване: 2020
Страници: pp. 30 - 49
Том: 20

ISBN: ISSN 1311-9702 (print) ; 1314-4081 (online)
Пор.№: 2
Забележка: DOI: 10.2478/cait-2020-0014
Website: https://cit.iict.bas.bg/CIT-2020/v-20-2/10341-Volume20_Issue_2-03_paper.pdf ; https://www.scopus.com/record/display.uri?eid=2-s2.0-85091367355&origin=resultslist

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MLA (7th edition) Chicago / Turabian (16th edition) Harvard

Stoilov, Todor Atanasov, Stoilova, Krasimira Petrova, Vladimirov, Miroslav Dimitrov Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization, Inst. of Inform. a. Communication Technologies BAS, 2020, pp. 30 - 49, ISSN 1311-9702 (print) ; 1314-4081 (online).

Stoilov, Todor Atanasov, Stoilova, Krasimira Petrova, Vladimirov, Miroslav Dimitrov . Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization. Sofia: Inst. of Inform. a. Communication Technologies BAS, 2020, pp. 30 - 49, ISSN 1311-9702 (print) ; 1314-4081 (online).

Stoilov, Todor Atanasov, Stoilova, Krasimira Petrova, Vladimirov, Miroslav Dimitrov (2020) Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization, Sofia: Inst. of Inform. a. Communication Technologies BAS, pp. 30 - 49, ISSN 1311-9702 (print) ; 1314-4081 (online)

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Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization

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