"A Generalized Black-Litterman Model."

Shea D. Chen, Andrew E. B. Lim (2020)

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DOI: 10.1287/OPRE.2019.1893

access: closed

type: Journal Article

metadata version: 2025-01-19

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Shea D. Chen, Andrew E. B. Lim:
A Generalized Black-Litterman Model. Oper. Res. 68(2): 381-410 (2020)

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