The Black-Litterman model for structured equity portfolios - Using views based on factors to construct equity portfolios.

被引：24

作者：

Jones, Robert ^{[1
]}

Lim, Terence ^{[1
]}

Zangari, Peter J. ^{[1
]}

机构：

[1] Goldman Sachs Asset Management, New York, NY USA

来源：

JOURNAL OF PORTFOLIO MANAGEMENT | 2007年 / 33卷 / 02期

关键词：

D O I：

10.3905/jpm.2007.674791

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：24 / 33

页数：10

共 13 条

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