"Black-Litterman model for continuous distributions."

Andrzej Palczewski, Jan Palczewski (2019)

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DOI: 10.1016/J.EJOR.2018.08.013

access: closed

type: Journal Article

metadata version: 2020-02-21

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Andrzej Palczewski, Jan Palczewski:
Black-Litterman model for continuous distributions. Eur. J. Oper. Res. 273(2): 708-720 (2019)

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