The Black–Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation
Crossref DOI link: https://doi.org/10.1007/s10287-020-00373-6
Published Online: 2020-06-22
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Allaj, Erindi http://orcid.org/0000-0002-1112-4418
Text and Data Mining valid from 2020-06-22
Version of Record valid from 2020-06-22
Article History
Received: 24 June 2019
Accepted: 4 June 2020
First Online: 22 June 2020