文件名称：stable distributions in BL approach to asset allocation.pdf
文件大小：289KB
文件格式：PDF
更新时间：2023-10-30 14:12:36
BL
Fabozzi, F.J., Giacometti, R., Bertocchi, M. and Rachev, S.T. (2007) ‘Stable distributions in the Black-Litterman approach to the asset allocation’, Quantitative Finance, Vol. 7, No. 4, pp.423–433.