"Copula-based Black-Litterman portfolio optimization."

Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark (2022)

> Home

Details and statistics

DOI: 10.1016/J.EJOR.2021.06.015

access: open

type: Journal Article

metadata version: 2022-07-27

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/eor/SahamkhadamSO22
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/eor/SahamkhadamSO22
Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark:
Copula-based Black-Litterman portfolio optimization. Eur. J. Oper. Res. 297(3): 1055-1070 (2022)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.