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  • Search: subject:"Markowitz mean–variance model"
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Beta Factor 1 Black-Litterman Model 1 Markowitz Mean-Variance Model 1 Total Risk 1 Unsystematic Risk 1
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Caliskan, Tuncer 1
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Business and Economics Research Journal 1
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Comparing Black Litterman Model and Markowitz Mean Variance Model with Beta Factor, Unsystematic Risk and Total Risk
Caliskan, Tuncer - In: Business and Economics Research Journal 3 (2012) 4, pp. 43-43
This study aims to compare Black Litterman Model and Markowitz Mean Variance Model with beta factor, unsystematic risk … between 2003 and 2009. By using Markowitz Mean Variance Model and Black Litterman Model, totally 26 portfolios are formed …
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