Open AccessUses and Misuses of the Black-Litterman Model in Portfolio Construction
Author(s) -
Ludwig B. Chincarini,
Daehwan Kim
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2191278
Subject(s) - black–litterman model , portfolio , portfolio optimization , econometrics , computer science , economics , financial economics , replicating portfolio
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom