Items where Author is "Harris, RDF"
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Number of items: 2.
Journal article
HARRIS, R.D.F., STOJA, E. and TAN, L., 2017. The dynamic Black-Litterman approach to asset allocation. European Journal of Operational Research, 259 (3), pp. 1085-1096. ISSN 0377-2217
Working paper
HARRIS, R.D.F., STOJA, E. and TAN, L., 2016. The dynamic Black-Litterman approach to asset allocation. London: Bank of England.