Open AccessPORTFOLIO SELECTION INCORPORATING MACROECONOMIC VIEWS USING BLACK-LITTERMAN MODEL
Author(s) -
CAMILLO VIANNA CANTINI
Publication year - 2021
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.51467
Subject(s) - black–litterman model , selection (genetic algorithm) , portfolio , computer science , portfolio optimization , economics , econometrics , financial economics , artificial intelligence , replicating portfolio