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Last Updated:
16/06/2017 - 22:19
- 2016:
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An Implementation of the Black-Litterman Model with Quantitative Views from EGARCH Models and Comparisons.
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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} }
-
An Implementation of the Black-Litterman Model with Quantitative Views from EGARCH Models and Comparisons.
.
Technical report, Middle East Technical University, 2016.
[ BibTeX ]