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  • Search: subject:"Black-Litterman portfolio model"
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Subject
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Asset allocation 1 Asset pricing 1 Black-Litterman portfolio model 1 CAPM 1 Capital income 1 Estimation error 1 Factor analysis 1 Factor model 1 Faktorenanalyse 1 Fama-French three-factor model 1 Financial investment 1 Kapitalanlage 1 Kapitaleinkommen 1 Mean-variance portfolio model 1 Portfolio management 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1
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Undetermined 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Ko, Hyungjin 1 Lee, Jaewook 1 Son, Bumho 1
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Journal of international financial markets, institutions & money 1
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ECONIS (ZBW) 1
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A novel integration of the Fama-French and Black-Litterman models to enhance portfolio management
Ko, Hyungjin; Son, Bumho; Lee, Jaewook - In: Journal of international financial markets, … 91 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014494846
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