A step-by-step guide to the Black-Litterman model : incorporating user-specified confidence levels
Year of publication: |
2007
|
---|---|
Authors: | Idzorek, Thomas |
Published in: |
Forecasting expected returns in the financial markets. - Amsterdam [u.a.] : Elsevier/AP, ISBN 0-7506-8321-X. - 2007, p. 17-38
|
Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Schätztheorie | Estimation theory | USA | United States | CAPM |
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