Inverse Optimization: A New Perspective on the Black-Litterman Model

Published 2012 View Full Article

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Title
Inverse Optimization: A New Perspective on the Black-Litterman Model
Authors
Keywords
-
Journal
OPERATIONS RESEARCH
Volume 60, Issue 6, Pages 1389-1403
Publisher
Institute for Operations Research and the Management Sciences (INFORMS)
Online
2012-11-21
DOI
10.1287/opre.1120.1115
References
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