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New Formal Description of Expert Views of Black-Litterman Asset Allocation Model Cover

New Formal Description of Expert Views of Black-Litterman Asset Allocation Model

Cybernetics and Information Technologies
Volume 17 (2017): Issue 4 (November 2017)
By: Miroslav Vladimirov,  Todor Stoilov and  Krasimira Stoilova  
Open Access
|Nov 2017

Authors

Miroslav Vladimirov

miro@abv.bg

Varna University of Economics, 9002, Varna, Bulgaria

Todor Stoilov

todor@hsi.iccs.bas.bg

Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, 1113, Sofia, Bulgaria

Krasimira Stoilova

k.stoilova@hsi.iccs.bas.bg

Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, 1113, Sofia, Bulgaria
DOI: https://doi.org/10.1515/cait-2017-0043 | Journal eISSN: 1314-4081 | Journal ISSN: 1311-9702
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Language: English
Page range: 87 - 98
Published on: Nov 30, 2017
Published by: Bulgarian Academy of Sciences, Institute of Information and Communication Technologies
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year
Keywords:
optimization of assets allocation,
modeling market behavior,
assessment of portfolio risks and returns,
formal description of subjective views
Related subjects:
Computer sciences,
Information technology

© 2017 Miroslav Vladimirov, Todor Stoilov, Krasimira Stoilova, published by Bulgarian Academy of Sciences, Institute of Information and Communication Technologies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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