A Geometric Approach To Asset Allocation With Investor Views

Fuente: arXiv

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Bibliographic Details
Main Authors:	Antonov, Alexandre V., Balasubramanian, Koushik, Lipton, Alexander, de Prado, Marcos Lopez
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance General Finance Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.01199