Article
Performance Control and Risk Calibration in the Black–Litterman Model
Chyng Wen Tee, Shirley Huang and Kian Guan Lim
The Journal of Portfolio Management Spring 2017, 43 (3) 126-135; DOI: https://doi.org/10.3905/jpm.2017.43.3.126
Chyng Wen Tee
is an assistant professor in the School of Business at Singapore Management University in Singapore.
Shirley Huang
is an assistant professor in the School of Business at Singapore Management University in Singapore.
Kian Guan Lim
is OUB chair professor at Singapore Management University in Singapore.
Explore our content to discover more relevant research
In this issue
Performance Control and Risk Calibration in the Black–Litterman Model
Chyng Wen Tee, Shirley Huang, Kian Guan Lim
The Journal of Portfolio Management Apr 2017, 43 (3) 126-135; DOI: 10.3905/jpm.2017.43.3.126
Jump to section
Similar Articles
Cited By...
- No citing articles found.