@techreport{Muttalimov2017,
  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          = {2017},
  address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
}