Global ASSET allocation using the Black-Litterman model and a momentum strategy
Sorin Dumitrescu
| Year of publication: |
2012
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|---|---|
| Authors: | Dumitrescu, Sorin |
| Published in: |
Financial and macroeconomic dynamics in Central and Eastern Europe : a Bayesian approach. - New York, NY : Nova Science Publ., ISBN 978-1-62081-245-7. - 2012, p. 33-52
|
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Welt | World | Kapitalanlage | Financial investment |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009729236