A Geometric Approach to Asset Allocation with Investor Views
The article introduces a geometric method for incorporating investor views in portfolio construction, offering more flexibility than traditional Black-Litterman model-based approaches.
Featured in No. 51 on 28 May 2024 · · 0 citations today
- Released
- 23 Mar 2024
- First featured
- No. 51 · 28 May 2024
- Citations (Semantic Scholar)
- 0
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- 0
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- Shares when featured
- 10
- Identifier
- SSRN 4840636
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