A VaR Black–Litterman model for the construction of absolute return fund-of-funds
Work
Year: 2010
Type: article
Source: Quantitative Finance
Author Miguel A. Lejeune
Institution George Washington University
Cites: 40
Cited by: 27
Related to: 10
FWCI: 3.415
Citation percentile (by year/subfield): 85.79
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed