Open AccessPORTFOLIO SELECTION INCORPORATING MACROECONOMIC VIEWS USING BLACK-LITTERMAN MODEL
Author(s) -
CAMILLO VIANNA CANTINI
Publication year - 2019
Language(s) - Uncategorized
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.51467
Subject(s) - black–litterman model , portfolio , benchmark (surveying) , capital asset pricing model , econometrics , selection (genetic algorithm) , asset (computer security) , portfolio optimization , economics , model selection , computer science , variance (accounting) , market portfolio , replicating portfolio , financial economics , machine learning , computer security , accounting , geodesy , geography
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