106 Bld de l'hôpital
Paris , 75647
University of Paris-1 (CES/UG5/Finance)
Under construction: SSRN citations while be offline until July when we will launch a brand new and improved citations service, check here for more details.
Black-Litterman, Bayesian Mixed Estimation, Opportunity Cost, Transaction Cost
Covariance Matrix, Diversification Constraint, Mean-Variance Portfolio, Parameter Uncertainty, Shrinkage
Ambiguity, covariance matrix, null hypothesis, power law distribution, representativeness, tangency portfolio
This page was processed by aws-apollo4 in 0.109 seconds