Publication | Open Access

Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches

Portfolio OptimizationAsset PricingNaïve Diversification ApproachesPortfolio SelectionPortfolio AllocationMulti-asset Portfolio OptimizationManagementBusinessAsset AllocationPortfolio ManagementFinancial EngineeringMean VarianceStatisticsFinancePortfolio Choice