The Black–Litterman model: the definition of views based on volatility forecasts

Author:      

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.24, Iss.19, 2014-10, pp. : 1285-1296

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next