Black–litterman and beyond: The bayesian paradigm in investment management
The Black–Litterman model is one of the most popular models in quantitative finance, with
numerous theoretical and practical achievements. From the standpoint of investment theory …
numerous theoretical and practical achievements. From the standpoint of investment theory …
Investment Decisions under Almost Complete Causal Ignorance.
J Simonian - Journal of Portfolio Management, 2022 - search.ebscohost.com
This article investigates investment decision making under conditions of almost complete
causal ignorance. Using two basic notions of causal dependence, probabilistic and …
causal ignorance. Using two basic notions of causal dependence, probabilistic and …