Publisher
Springer International Publishing
Reference69 articles.
1. Amenc N, Goltz F, Lioui A (2011) Practitioner portfolio construction and performance measurement: evidence from Europe. Financ Anal J 67(3):39–50
2. Barros Fernandes JL, Haas Ornelas JR, Martinez Cusicanqui OA (2012) Combining equilibrium, resampling, and analyst’s views in portfolio optimisation. J Bank Financ 36:1354–1361
3. Best M, Grauer R (1991) On the sensitivity of mean variance efficient portfolios to changes in asset means. Some analytical and computational results. Rev Financ Stud 4(2):315–342
4. Bevan A, Winkelmann K (1998) Using the Black-Litterman global asset allocation model: three years of practical experience. Fixed Income Research, Goldman Sachs, June
5. Black F, Litterman R (1991) Global asset allocation with equities, bonds and currencies. Fixed Income Research, Goldman Sachs, October
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