Portfolio selection with qualitative input
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference24 articles.
1. Active portfolio management with benchmarking: a frontier based on alpha;Alexander;Journal of Banking and Finance,2010
2. Portfolio selection with mental accounts and delegation;Alexander;Journal of Banking and Finance,2011
3. Hit-and-run algorithm for generating multivariate distributions;Bélisle;Mathematics of Operations Research,1993
4. Asset allocation: combining investor views with market equilibrium;Black;Journal of Fixed Income,1991
5. Global portfolio optimization;Black;Financial Analalysts Journal,1992
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