On the Bayesian interpretation of Black-Litterman.

Petter N. Kolm Gordon Ritter

Published in: Eur. J. Oper. Res. (2017)

Keyphrases

image interpretation
data driven
bayesian networks
high level
posterior distribution
artificial neural networks
maximum likelihood
semantic interpretation
bayesian decision
posterior probability
maximum entropy
probabilistic model
probability distribution
bayesian inference
bayesian estimation