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Dynamic Black-Litterman.

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Bibliographic Details
Title: Dynamic Black-Litterman.
Authors: Abdelhakmi, Anas1 (AUTHOR) a.anas@u.nus.edu, Lim, Andrew E. B.1 (AUTHOR) andrewlim@nus.edu.sg
Source: Operations Research. Jan/Feb2026, Vol. 74 Issue 1, p36-55. 20p.
Database: Business Source Ultimate
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Description
ISSN:0030364X
DOI:10.1287/opre.2024.1010