INSTITUTE OF APPLIED MATHEMATICS
  • 2016:
    1. An Implementation of the Black-Litterman Model with Quantitative Views from EGARCH Models and Comparisons. N. Muttalimov. Technical report, Middle East Technical University, 2016. BibTeX ]
      @techreport{Muttalimov2016,
        author        = {Nijat Muttalimov},
        title         = {An Implementation of the Black-Litterman Model with Quantitative Views from EGARCH Models and Comparisons},
        institution   = {Middle East Technical University},
        year          = {2016},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
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