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Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization Cover

Analytical Overview and Applications of Modified Black-Litterman Model for Portfolio Optimization

Cybernetics and Information Technologies
Volume 20 (2020): Issue 2 (June 2020)
By: Todor Stoilov,  Krasimira Stoilova and  Miroslav Vladimirov  
Open Access
|Jun 2020
Authors

Authors

Todor Stoilov

todor@hsi.iccs.bas.bg

Institute of Information and Communication Systems, Bulgarian Academy of Sciences, Sofia, Bulgaria
Naval Academy, Varna, Bulgaria

Krasimira Stoilova

vladimirov@ue-varna.bg

Institute of Information and Communication Systems, Bulgarian Academy of Sciences, Sofia, Bulgaria
Naval Academy, Varna, Bulgaria

Miroslav Vladimirov

k.stoilova@hsi.iccs.bas.bg

Varna University of Economics, Varna, Bulgaria
DOI: https://doi.org/10.2478/cait-2020-0014 | Journal eISSN: 1314-4081 | Journal ISSN: 1311-9702
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Language: English
Page range: 30 - 49
Submitted on: Apr 7, 2020
Accepted on: May 21, 2020
Published on: Jun 12, 2020
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:
Size Portfolio optimization,
mean-variance portfolio model,
Black-Litterman portfolio model,
active portfolio management,
decision making
Related subjects:
Computer sciences,
Information technology

© 2020 Todor Stoilov, Krasimira Stoilova, Miroslav Vladimirov, 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.

Volume 20 (2020): Issue 2 (June 2020)
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