A Generalized Black–Litterman Model.
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| 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 |
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