Comparisons between the Markowitz model and the Black-Litterman model
Huei-Wen Teng
| Year of publication: |
2024
|
|---|---|
| Authors: | Teng, Huei-Wen |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3. - New Jersey : World Scientific, ISBN 978-981-12-6324-8. - 2024, p. 2727-2749
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| Subject: | Markowitz modern portfolio theory | Black-Litterman model | GARCH model | Investor's views | Volatility clustering | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Volatilität | Volatility | CAPM | Theorie | Theory | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0085 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047743