Combining equilibrium, resampling, and analysts' views in portfolio optimization

José Luis Barros Fernandes, Jose Ornelas and Oscar Augusto Martínez Cusicanqui
Additional contact information
José Luis Barros Fernandes: Central Bank of Brazil
Oscar Augusto Martínez Cusicanqui: Central Bank of Bolivia

A chapter in Portfolio and risk management for central banks and sovereign wealth funds, 2011, vol. 58, pp 75-84 from Bank for International Settlements

Date: 2011
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.bis.org/publ/bppdf/bispap58d.pdf (application/pdf)

Related works:
Journal Article: Combining equilibrium, resampling, and analyst’s views in portfolio optimization (2012)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bis:bisbpc:58-05

Access Statistics for this chapter

More chapters in BIS Papers chapters from Bank for International Settlements Contact information at EDIRC.
Bibliographic data for series maintained by Martin Fessler ().