Erindi Allaj
Orcid: 0000-0002-1112-4418
According to our database1,
Erindi Allaj
authored at least 3 papers
between 2020 and 2021.
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Bibliography
2021
On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators?
Commun. Stat. Simul. Comput., 2021
2020
The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation.
Comput. Manag. Sci., 2020