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A Generalized Black–Litterman Model.

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Bibliographic Details
Title: A Generalized Black–Litterman Model.
Authors: Chen, Shea D.1, Lim, Andrew E. B.2
Source: Operations Research. Mar/Apr2020, Vol. 68 Issue 2, p381-410. 30p. 5 Illustrations, 17 Charts, 10 Graphs.
Database: Business Source Ultimate
Description
ISSN:0030364X
DOI:10.1287/opre.2019.1893