Login
Register
Reset Password
Publish & Distribute
Publishing Solutions
Distribution Solutions
Subjects
Architecture and Design
Arts
Business and Economics
Chemistry
Classical and Ancient Near Eastern Studies
Computer Sciences
Cultural Studies
Engineering
General Interest
Geosciences
History
Industrial Chemistry
Jewish Studies
Law
Library and Information Science, Book Studies
Life Sciences
Linguistics and Semiotics
Literary Studies
Materials Sciences
Mathematics
Medicine
Music
Pharmacy
Philosophy
Physics
Social Sciences
Sports and Recreation
Theology and Religion
Publications
Journals
Books
Proceedings
Publishers
Blog
Contact
Search
EUR
USD
GBP
English
English
Deutsch
Polski
Español
Français
Italiano
Cart
Home
Journals
Cybernetics and Information Technologies
Volume 17 (2017): Issue 4 (November 2017)
Open Access
New Formal Description of Expert Views of Black-Litterman Asset Allocation Model
Miroslav Vladimirov
Miroslav Vladimirov
,
Todor Stoilov
Todor Stoilov
and
Krasimira Stoilova
Krasimira Stoilova
| Nov 30, 2017
Cybernetics and Information Technologies
Volume 17 (2017): Issue 4 (November 2017)
About this article
Previous Article
Next Article
Abstract
References
Authors
Articles in this Issue
Preview
PDF
Cite
Share
Published Online:
Nov 30, 2017
Page range:
87 - 98
DOI:
https://doi.org/10.1515/cait-2017-0043
Keywords
optimization of assets allocation
,
modeling market behavior
,
assessment of portfolio risks and returns
,
formal description of subjective views
© by Miroslav Vladimirov
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.
Miroslav Vladimirov
Varna University of Economics, 9002
Varna, Bulgaria
Todor Stoilov
Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, 1113
Sofia, Bulgaria
Krasimira Stoilova
Institute of Information and Communication Technologies, Bulgarian Academy of Sciences, 1113
Sofia, Bulgaria