Black-Litterman model with copula-based views in mean-CVaR portfolio optimization framework with weight constraints
Crossref DOI link: https://doi.org/10.1007/s10644-022-09435-y
Published Online: 2022-08-09
Published Print: 2023-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Teplova, Tamara
Evgeniia, Mikova
Munir, Qaiser https://orcid.org/0000-0002-5009-9788
Pivnitskaya, Nataliya
Text and Data Mining valid from 2022-08-09
Version of Record valid from 2022-08-09
Article History
Received: 30 December 2021
Accepted: 25 July 2022
First Online: 9 August 2022