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A Simple Procedure for Merging Expert Opinions to Achieve Superior Portfolio Performance

In this paper, the authors describe a simple procedure for blending statistical estimates with expert opinions to produce a forward-looking view of the performance of assets. They discuss the impact of behavioural biases on the views and propose general modelling principles to biases. Standard linear filtering techniques play a leading role in our approach. Filtering blends statistical estimates and expert opinions seamlessly, while opening the way to the application of dynamic portfolio optimisation techniques
Year of publication:
2015
Authors: Davis, Mark
Other Persons: Lleo, Sebastien (contributor)
Publisher: [2015]: [S.l.] : SSRN
Subject: Portfolio-Management | Portfolio selection | Theorie | Theory | Experten | Experts
Description of contents: Abstract [papers.ssrn.com]
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In German libraries (KVK)
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