Sökning: "Viktor Trollsten"
Hittade 1 uppsats innehållade orden Viktor Trollsten.
1. The Black Litterman Asset Allocation Model : An empirical comparison of approaches for estimating the subjective view vector and implications for risk-return characteristics
Master-uppsats, Linköpings universitet/NationalekonomiSammanfattning : Background In the early 90’s, Black and Litterman extended the pioneering work of Markowitz by developing a model combining qualitative and quantitative research in a delicate optimization process. It allows for a subjective view parameter in a quantitative model and with absent views, the investor will have no reason to deviate from the market equilibrium portfolio. LÄS MER
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