Author:
Tzang Shyh-Weir,Chang Chun-Ping,Hung Chih-Hsing,Tsai Yung-Shun
Publisher
Springer International Publishing
Reference15 articles.
1. Bevan, A., Winkelmann, K.: Using the Black-Litterman global asset allocation model: three years of practical experience. Goldman Sachs Fixed Income Research paper (1998)
2. Black, F., Litterman, R.: Asset allocation: combining investor views with market equilibrium. J. Fixed Income 1(2), 7–18 (1991)
3. Black, F., Litterman, R.: Global portfolio optimization. Financ. Anal. J. 48(5), 28–43 (1992)
4. Chekhlov, A., Uryasev, S., Zabarankin, M.: Portfolio optimization with drawdown constraints. Research report 2000-5, Department of Industrial and Systems Engineering, University of Florida, Gainesville (2000)
5. Chekhlov, A., Uryasev, S., Zabarankin, M.: Portfolio optimization with drawdown constraints. In: Pardalos, P., Migdalas, A., Baourakis, G. (eds.) Supply Chain and Finance. Series on Computers and Operations Research, vol. 2, pp. 209–228. World Scientific Singapore (2004)
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献