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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

Open Access
|Jun 2020

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DOI: https://doi.org/10.2478/cait-2020-0014 | Journal eISSN: 1314-4081 | Journal ISSN: 1311-9702
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 times per year

© 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.