Sökning: "Carl Rahmqvist"

Hittade 1 uppsats innehållade orden Carl Rahmqvist.

  1. 1. Applying the Black-Litterman Model on the Swedish Stock Market

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Carl-Johan Arestad; Johan Rahmqvist; [2012]
    Nyckelord :Black-Litterman; Mean-Variance; views; portfolio allocation; portfolio weights; Business and Economics;

    Sammanfattning : This thesis investigates the applicability of the Black-Litterman portfolio allocation model on the Swedish stock market for the time period January 2008 to April 2012 and aims to bring clarity to the implementation process of the model. We also implement a new estimation approach for the confidence in analyst views. LÄS MER