¿Agrega valor el modelo Black-Litterman en portafolios del Mercado Integrado Latinoamericano (MILA)? Evaluación empírica 2008-2016
Alternative title: | Does the Black-Litterman Model add value in portfolios of the integrated Latin American Market (MILA)? Empirical evaluation 2008-2016 |
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Year of publication: |
2019
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Authors: | Luna-Ramírez, Susana ; Agudelo, Diego A. |
Published in: |
Revista de Métodos Cuantitativos para la Economía y la Empresa. - ISSN 1886-516X. - Vol. 27.2019, p. 55-73
|
Publisher: |
Sevilla : Universidad Pablo de Olavide |
Subject: | Active portfolio management | Black-Litterman model | MILA | diversification | fund performance evaluation | portfolio coverage by exchange rate |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | Spanish |
Other identifiers: | 10.46661/revmetodoscuanteconempresa.2809 [DOI] 167676724X [GVK] hdl:10419/286154 [Handle] |
Classification: | C11 - Bayesian Analysis ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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