Items where Author is "Tan, L"

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Number of items: 4.

Journal article

Harris, RDF, Stoja, E and Tan, L ORCID: 0000-0001-6986-1923, 2017. The dynamic Black-Litterman approach to asset allocation. European Journal of Operational Research. ISSN 0377-2217 (Forthcoming)

Conference contribution

Tan, L ORCID: 0000-0001-6986-1923, 2016. The dynamic Black-Litterman approach to asset allocation. In: Financial Econometrics and Empirical Asset Pricing Conference, Lancaster University, Lancaster, 30 June -1 July 2016.

Tan, L ORCID: 0000-0001-6986-1923, 2013. Dynamic asset allocation in the Black-Litterman framework. In: University of Exeter Business School Annual Conference, University of Exeter, Exeter, 2013.

Working paper

Harris, RDF, Stoja, E and Tan, L ORCID: 0000-0001-6986-1923, 2016. The dynamic Black-Litterman approach to asset allocation. Working Paper. London: Bank of England.

This list was generated on Thu Sep 21 05:13:50 2017 UTC.