A step-by-step guide to the Black-Litterman model : incorporating user-specified confidence levels
Thomas Idzorek
| Year of publication: |
2007
|
|---|---|
| Authors: | Idzorek, Thomas |
| Published in: |
Forecasting expected returns in the financial markets. - Amsterdam [u.a.] : Elsevier/AP, ISBN 0-7506-8321-X. - 2007, p. 17-38
|
| Subject: | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Schätztheorie | Estimation theory | USA | United States | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003557920