Performance Control and Risk Calibration in the Black-Litterman Model

Journal article

Peer reviewed

Chyng Wen Tee, Shirley Huang and Kian Guan Lim

Journal of portfolio management, Vol.43(3), pp.126-135

01/03/2017

Abstract

Business & Economics

Business, Finance

Social Sciences

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Title: Performance Control and Risk Calibration in the Black-Litterman Model
Creators - without role: Chyng Wen Tee - Singapore Management University
Shirley Huang - Singapore Management University
Kian Guan Lim - Singapore Management University
Publication Details: Journal of portfolio management, Vol.43(3), pp.126-135
Publisher: Inst Investor Inc
Number of pages: 10
Identifiers: 9911725209846
Academic Unit: SCI,MATH & Technology
Language: English
Resource Type: Journal article