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

José Luis Barros Fernandes, Jose Ornelas () and Oscar Augusto Martínez Cusicanqui
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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
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Journal Article: Combining equilibrium, resampling, and analyst’s views in portfolio optimization (2012) Downloads
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