Transparent Augmented Black-Litterman Allocation: Simple and Unified Framework for Strategy Combination, Factor Mimicking, Hedging, and Stock-Specific Alphas
2020 ◽
Vol 71
(7)
◽
pp. 868-880
2019 ◽
2020 ◽
Vol 9
(5)
◽
pp. 8978-8987