"Inverse Optimization: A New Perspective on the Black-Litterman Model."

Dimitris Bertsimas, Vishal Gupta, Ioannis Ch. Paschalidis (2012)

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DOI: 10.1287/OPRE.1120.1115

access: closed

type: Journal Article

metadata version: 2021-06-13

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Dimitris Bertsimas, Vishal Gupta, Ioannis Ch. Paschalidis:
Inverse Optimization: A New Perspective on the Black-Litterman Model. Oper. Res. 60(6): 1389-1403 (2012)

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