Mathematical Derivations and Practical Implications for the Use of the Black-Litterman Model
Year of publication: |
2011
|
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Authors: | Mankert, Charlotta |
Other Persons: | Seiler, Michael (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Derivat | Derivative | Portfolio-Management | Portfolio selection | CAPM | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Real Estate Portfolio Management, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 20, 2011 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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