Sökning: "Rickard Bredeby"
Hittade 1 uppsats innehållade orden Rickard Bredeby.
1. Analysis of Copula Opinion Pooling with Applications to Quantitative Portfolio Management
Master-uppsats, KTH/Matematisk statistikSammanfattning : In 2005 Attilio Meucci presented his article Beyond Black-Litterman: Views on Non-Normal Markets which introduces the copula opinion pooling approach using generic non-normal market assumptions. Copulas and opinion pooling are used to express views on the market which provides a posterior market distribution that smoothly blends an arbitrarily distributed market prior distribution with arbitrarily chosen views. LÄS MER
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