Sökning: "efficent frontier"
Hittade 1 uppsats innehållade orden efficent frontier.
1. Black-Litterman Model : Practical Asset Allocation Model Beyond Traditional Mean-Variance
Kandidat-uppsats, Mälardalens högskola/Utbildningsvetenskap och MatematikSammanfattning : Today the Black-Litterman model is used as an asset allocation tool by many of the largest investment banks around the globe. The Black-Litterman model was derived based on the Mean- Variance framework to maximize return for a given level of portfolio risk. LÄS MER
Resultatsidor:
1