An advanced application of Black-Litterman
Simone, Luca (A.A. 2018/2019) An advanced application of Black-Litterman. Tesi di Laurea in Asset management, Luiss Guido Carli, relatore Saverio Massi Benedetti, pp. 74. [Master's Degree Thesis]
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Abstract/Index
Background. Criticism of Markowitz and newer findings. Black-Litterman. Neutral expected returns. An advanced application of Black-Litterman. Implementation. Results.
References
Bibliografia: pp. 68-71.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Outstanding Thesis: | Department of Economics and Finance |
| Chair: | Asset management |
| Thesis Supervisor: | Massi Benedetti, Saverio |
| Thesis Co-Supervisor: | Micillo, Mauro |
| Academic Year: | 2018/2019 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Apr 2020 09:47 |
| Last Modified: | 05 May 2020 12:13 |
| URI: | https://tesi.luiss.it/id/eprint/26247 |
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