New Formal Description of Expert Views of Black-Litterman Asset Allocation Model

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

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New Formal Description of Expert Views of Black-Litterman Asset Allocation Model

Детайли

Източник: Cybernetics and Information Technologies
Издателство: Inst. of Inform. a. Communication Technologies BAS
Местоиздаване: Sofia
Година на издаване: 2017
Страници: pp. 87 - 98
Том: 17
Ключови думи: optimization of assets allocation, modeling market behavior, Black-Litterman model (BLM)

ISBN: ISSN 1311-9702 (print) ; 1314-4081 (online)
Пор.№: 4
Забележка: DOI: 10.1515/cait-2017-0043
Website: https://cit.iict.bas.bg/CIT_2017/v-17-4/05_paper.pdf ; https://www.scopus.com/record/display.uri?eid=2-s2.0-85034771182&origin=resultslist

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

Vladimirov, Miroslav Dimitrov, Stoilov, Todor, Stoilova, Krasimira New Formal Description of Expert Views of Black-Litterman Asset Allocation Model, Inst. of Inform. a. Communication Technologies BAS, 2017, pp. 87 - 98, ISSN 1311-9702 (print) ; 1314-4081 (online).

Vladimirov, Miroslav Dimitrov, Stoilov, Todor, Stoilova, Krasimira . New Formal Description of Expert Views of Black-Litterman Asset Allocation Model. Sofia: Inst. of Inform. a. Communication Technologies BAS, 2017, pp. 87 - 98, ISSN 1311-9702 (print) ; 1314-4081 (online).

Vladimirov, Miroslav Dimitrov, Stoilov, Todor, Stoilova, Krasimira (2017) New Formal Description of Expert Views of Black-Litterman Asset Allocation Model, Sofia: Inst. of Inform. a. Communication Technologies BAS, pp. 87 - 98, ISSN 1311-9702 (print) ; 1314-4081 (online)

* Моля, проверите цитатите за точност, преди да ги включите в работата си.

New Formal Description of Expert Views of Black-Litterman Asset Allocation Model

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