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robbins
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Joined: February 28th, 2003, 2:08 pm

Black Litterman Question

January 11th, 2008, 8:47 pm

When is non-invertability a problem?
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Dr.Brown
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Black Litterman Question

January 11th, 2008, 11:43 pm

QuoteOriginally posted by: robbinsWhen is non-invertability a problem?non-invertability is a problem whenever you want to compute an inverse. vague Q gets a vague A.
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