Black–litterman and beyond: The bayesian paradigm in investment management

PN Kolm, G Ritter, J Simonian - The Journal of Portfolio …, 2021 - jpm.pm-research.com
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 …

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 …