Work

The Black–Litterman model: a consistent estimation of the parameter tau

Year: 2013

Type: article

Source: Financial markets and portfolio management

DOI: 10.1007/s11408-013-0205-x

Author: Erindi Allaj

Institution: University of Rome Tor Vergata

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2010730773

FWCI: 2.304

Cites: 46

Cited by: 24

Related to: 10