Matches in SemOpenAlex for { <https://semopenalex.org/work/W2906757306> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W2906757306 endingPage "53" @default.
- W2906757306 startingPage "39" @default.
- W2906757306 abstract "This chapter discusses the details of Bayesian portfolio construction procedures, which have become popular in the asset management industry as Black–Litterman models. It explains their construction and presents some extensions and states the models as valuable tools for financial management. The chapter presents examples of Bayesian asset allocation portfolio construction models and illustrates the combination of judgmental and quantitative views. The Black–Litterman model has the potential to integrate diverse approaches, based on a Bayesian methodology that effectively updates currently held opinions with data to form new opinions. It concludes by stating that these models are potentially of considerable importance in the management of the investment process in modern financial institutions where both viewpoints are represented. The discussion includes an exposition of these models for the possibility of application by readers. It presents a theorem of Bayes' and related aassumptions.." @default.
- W2906757306 created "2019-01-11" @default.
- W2906757306 creator A5001318457 @default.
- W2906757306 creator A5042894921 @default.
- W2906757306 date "2007-01-01" @default.
- W2906757306 modified "2023-09-25" @default.
- W2906757306 title "A demystification of the Black-Litterman model" @default.
- W2906757306 cites W1903219595 @default.
- W2906757306 cites W1974469640 @default.
- W2906757306 cites W2108475188 @default.
- W2906757306 cites W2138490239 @default.
- W2906757306 cites W3083113686 @default.
- W2906757306 cites W3124240960 @default.
- W2906757306 cites W3126066581 @default.
- W2906757306 cites W374896465 @default.
- W2906757306 doi "https://doi.org/10.1016/b978-075068321-0.50004-2" @default.
- W2906757306 hasPublicationYear "2007" @default.
- W2906757306 type Work @default.
- W2906757306 sameAs 2906757306 @default.
- W2906757306 citedByCount "1" @default.
- W2906757306 crossrefType "book-chapter" @default.
- W2906757306 hasAuthorship W2906757306A5001318457 @default.
- W2906757306 hasAuthorship W2906757306A5042894921 @default.
- W2906757306 hasConcept C10138342 @default.
- W2906757306 hasConcept C107673813 @default.
- W2906757306 hasConcept C139819358 @default.
- W2906757306 hasConcept C142362112 @default.
- W2906757306 hasConcept C153349607 @default.
- W2906757306 hasConcept C154945302 @default.
- W2906757306 hasConcept C162324750 @default.
- W2906757306 hasConcept C202655437 @default.
- W2906757306 hasConcept C21099588 @default.
- W2906757306 hasConcept C2776035091 @default.
- W2906757306 hasConcept C2780821815 @default.
- W2906757306 hasConcept C38652104 @default.
- W2906757306 hasConcept C41008148 @default.
- W2906757306 hasConcept C539667460 @default.
- W2906757306 hasConcept C76178495 @default.
- W2906757306 hasConcept C77913304 @default.
- W2906757306 hasConceptScore W2906757306C10138342 @default.
- W2906757306 hasConceptScore W2906757306C107673813 @default.
- W2906757306 hasConceptScore W2906757306C139819358 @default.
- W2906757306 hasConceptScore W2906757306C142362112 @default.
- W2906757306 hasConceptScore W2906757306C153349607 @default.
- W2906757306 hasConceptScore W2906757306C154945302 @default.
- W2906757306 hasConceptScore W2906757306C162324750 @default.
- W2906757306 hasConceptScore W2906757306C202655437 @default.
- W2906757306 hasConceptScore W2906757306C21099588 @default.
- W2906757306 hasConceptScore W2906757306C2776035091 @default.
- W2906757306 hasConceptScore W2906757306C2780821815 @default.
- W2906757306 hasConceptScore W2906757306C38652104 @default.
- W2906757306 hasConceptScore W2906757306C41008148 @default.
- W2906757306 hasConceptScore W2906757306C539667460 @default.
- W2906757306 hasConceptScore W2906757306C76178495 @default.
- W2906757306 hasConceptScore W2906757306C77913304 @default.
- W2906757306 hasLocation W29067573061 @default.
- W2906757306 hasOpenAccess W2906757306 @default.
- W2906757306 hasPrimaryLocation W29067573061 @default.
- W2906757306 hasRelatedWork W1548021215 @default.
- W2906757306 hasRelatedWork W1706887064 @default.
- W2906757306 hasRelatedWork W1754774050 @default.
- W2906757306 hasRelatedWork W2050738862 @default.
- W2906757306 hasRelatedWork W2496689891 @default.
- W2906757306 hasRelatedWork W2735520238 @default.
- W2906757306 hasRelatedWork W3047344340 @default.
- W2906757306 hasRelatedWork W3093267392 @default.
- W2906757306 hasRelatedWork W3125594177 @default.
- W2906757306 hasRelatedWork W4252057119 @default.
- W2906757306 isParatext "false" @default.
- W2906757306 isRetracted "false" @default.
- W2906757306 magId "2906757306" @default.
- W2906757306 workType "book-chapter" @default.