Work

An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management

Year: 2007

Type: article

Source: Financial markets and portfolio management

DOI: 10.1007/s11408-007-0046-6

Authors: Steven L. Beach, Alexei G. Orlov

Institution: Radford University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2069585614

FWCI: 0.932

Cites: 28

Cited by: 57

Related to: 10