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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Background. Criticism of Markowitz and newer findings. Black-Litterman. Neutral expected returns. An advanced application of Black-Litterman. Implementation. Results.


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


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