Black-Litterman portfolio optimisation : an application the German and Swiss stock market
Year of publication: |
2011
|
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Authors: | Kaiser, Lars |
Published in: |
Value Day 2011 : aktuelle Entwicklungen in Controlling & Finance. - Berlin : wvb, Wiss.-Verl., ISBN 978-3-86573-584-3. - 2011, p. 119-130
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Subject: | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | CAPM | Deutschland | Germany | Schweiz | Switzerland |
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