Hittade 1 uppsats innehållade ordet bredeby.
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : 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