Assessment of Black Litterman portfolio optimization on Bulgarian Stock Exchange.

Krasimira Stoilova Todor Stoilov Miroslav Vladimirov

Published in: CompSysTech (2019)

Keyphrases

stock exchange
portfolio optimization
stock market
stock price
portfolio management
financial time series
financial data
transaction costs
short term
problems involving
investment decisions
long run
data mining
risk management
non stationary
multi objective
long term