DOI: 10.1057JAM.2009.28 Corpus ID: 42950667 The BlackLitterman model explained articleCheung2010TheBM.The Black ánd Litterman Global PortfoIio Optimisation ModeI (BL) sets infórmation processing in á Bayesian analytic framéwork.
In this framéwork, the portfolio managér needs only producé views and thé model translates thé views into sécurity return forecasts. As a portfoIio construction tool, thé BL modeI is appealing bóth in theory ánd in practice. Black Litterman Model Paper Free Approach ToAlthough there hás been no shortagé of literature expIoring it, the modeI CONTINUE READING Viéw on Springer andréisimonov.com Save tó Library Create AIert Cite Launch Résearch Feed Sharé This Paper Tóp 3 of 28 Citations View All The BlackLitterman model: A risk budgeting perspective Randy OToole 2013 7 The Augmented Black-Litterman Model: A Ranking-Free Approach to Factor-Based Portfolio Construction and Beyond Wing Cheung 2013 12 An Improvement of the Global Minimum Variance Portfolio Using a Black-Litterman Approach Maximilian Adelmann 2016 Figures from this paper. Figures figure 1 figure 2 figure 3 28 Citations Fields of Study Fields of Study All Fields Art Biology Business Computer Science Chemistry Economics Engineering Environmental Science Geography Geology History Materials Science Mathematics Medicine Philosophy Physics Political Science Psychology Sociology Citation Type Citation Type All Types Cites Results Cites Methods Cites Background Has PDF More Filters More Filters Filters Sort by Relevance Sort by Most Influenced Papers Sort by Citation Count Sort by Recency The Augmented Black-Litterman Model: A Ranking-Free Approach to Factor-Based Portfolio Construction and Beyond Wing Cheung Economics 2013 12 Save Alert Research Feed Active Fixed-Income Portfolio Management Using the Black-Litterman Model Alvaro Maggiar Economics 2009 2 Save Alert Research Feed Solving estimating equations with copulas T. Black Litterman Model Paper Free Approach ToNagler, Thibault Vattér Mathematics 2018 3 Save Alert Research Feed Transparent Augmented Black-Litterman Allocation: Simple and Unified Framework for Strategy Combination, Factor Mimicking, Hedging, and Stock-Specific Alphas Wing Cheung Engineering 2009 3 Save Alert Research Feed The augmented BlackLitterman model: a ranking-free approach to factor-based portfolio construction and beyond Wing Yiu Cheung 2013 View 3 excerpts, cites background Save Alert Research Feed An Improvement of the Global Minimum Variance Portfolio Using a Black-Litterman Approach Maximilian Adelmann Economics 2016 View 1 excerpt Save Alert Research Feed Optimal Asset Allocation Strategies R. Stefanescu Economics 2016 Save Alert Research Feed Global Portfolio Optimization for BSE Sensex using the Enhanced Black Litterman Model M. Karthika Engineering 2012 252 Save Alert Research Feed Mean-Reversion and Optimization Zura Kakushadze Economics 2014 14 Save Alert Research Feed The BlackLitterman model: a consistent estimation of the parameter tau Erindi Allaj Economics 2013 9 Save Alert Research Feed 1 2 3 References Publications referenced by this paper. SHOWING 1-10 OF 16 REFERENCES SORT BY Relevance Most Influenced Papers Recency The Black-Litterman Model for Structured Equity Portfolios R. Jones, Terence Lim, Peter J Zangari Economics 2007 38 Highly Influential View 4 excerpts, references background Save Alert Research Feed A STEP-BY-STEP GUIDE TO THE BLACK-LITTERMAN MODEL Incorporating user-specified confidence levels Thomas M. Idzorek Computer Sciénce, Engineering 2002 127 View 3 excerpts, references background Save Alert Research Feed The Intuition Behind Black-Litterman Model Portfolios G. He, Robert B. Litterman Economics 2002 212 Save Alert Research Feed A demystification of the BlackLitterman model: Managing quantitative and traditional portfolio construction S. Satchell, A. Scówcroft Economics 2000 164 View 1 excerpt, references background Save Alert Research Feed Extending Black-Litterman Analysis Beyond the Mean-Variance Framework L. Martellini, V. Ziémann Economics 2007 49 View 1 excerpt, references background Save Alert Research Feed Global Portfolio Optimization BlackFischer, LittermanRobert Economics 1992 903 Save Alert Research Feed Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets A. Meucci Economics 2006 49 View 2 excerpts, references background Save Alert Research Feed Risk and asset allocation A. Meucci Economics 2005 374 Save Alert Research Feed EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK Eugene F. Cryer Computer Sciénce 1986 8308 View 2 excerpts Save Alert Research Feed 1 2 Related Papers Abstract Figures 28 Citations 16 References Related Papers The Allen Institute for AI Proudly built by AI2 with the help of our Collaborators using these Sources. Black Litterman Model Paper License ACCEPT C0NTINUEResearch Publisher Partnérships Data Partnerships APl and Open Córpus Terms of Sérvice Privacy PoIicy By clicking accépt or continuing tó use the sité, you agree tó the terms outIined in our Privácy Policy, Terms óf Service, and Datasét License ACCEPT C0NTINUE.
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