"Comparison and robustification of Bayes and Black-Litterman models."

Katrin Schöttle, Ralf Werner, Rudi Zagst (2010)

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DOI: 10.1007/S00186-010-0302-9

access: closed

type: Journal Article

metadata version: 2020-03-03

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Katrin Schöttle, Ralf Werner, Rudi Zagst:
Comparison and robustification of Bayes and Black-Litterman models. Math. Methods Oper. Res. 71(3): 453-475 (2010)

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