Black–Litterman with a Factor Structure Applied to Multi-Asset Portfolios
Ilya Figelman
The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 136-155; DOI: https://doi.org/10.3905/jpm.2018.44.2.136
Ilya Figelman
is a senior vice president and director of Multi-Asset Class Strategies at Acadian Asset Management in Boston, MA
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In this issue
The Journal of Portfolio Management
Vol. 44, Issue 2
Multi-Asset Special Issue 2018
Black–Litterman with a Factor Structure Applied to Multi-Asset Portfolios
Ilya Figelman
The Journal of Portfolio Management Dec 2017, 44 (2) 136-155; DOI: 10.3905/jpm.2018.44.2.136