Quantitative Forecast Model for the Application of the Black-Litterman Approach
Year of publication: |
2010-11-10
|
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Authors: | Becker, Franziska ; Gürtler, Marc |
Institutions: | Institut für Finanzwirtschaft <Braunschweig> |
Subject: | Sicherheit | Diskontierungsfaktor | discount factor | Rentabilität | tax subsidies | Einkommen | income |
Extent: | 257024 bytes 28 p. application/pdf |
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Series: | Working Paper Series ; IF27V1 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; Equity financing ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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