Black-Litterman Model with Multiple Experts' Linguistic Views

Marcin Bartkowiak, Aleksandra Rutkowska. Black-Litterman Model with Multiple Experts' Linguistic Views. In Maria Brigida Ferraro, Paolo Giordani, Barbara Vantaggi, Marek Gagolewski, María Ángeles Gil, Przemyslaw Grzegorzewski, Olgierd Hryniewicz, editors, Soft Methods for Data Science, SMPS 2016, Rome, Italy, 12-14 September, 2016. Volume 456 of Advances in Intelligent Systems and Computing, pages 35-43, Springer, 2016. [doi]

Abstract

Abstract is missing.