Items where Author is "Tan, L"

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Number of items: 5.

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

Conference contribution

TAN, L., NGUYEN, L. and NGUYEN, L., 2019. Tail risk connectedness between US industries. In: European Financial Management Association 2019 Annual Meeting, University of Azores, Ponta Delgada, Island of S. Miguel, Portugal, 26-29 June 2019.

TAN, L., 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., 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, R.D.F., STOJA, E. and TAN, L., 2016. The dynamic Black-Litterman approach to asset allocation. London: Bank of England.

This list was generated on Wed Dec 11 06:31:04 2019 UTC.