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
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
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)
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 Christian Beslmeisl ().