Essays about: "Keywords: Black-Litterman model"

Found 1 essay containing the words Keywords: Black-Litterman model.

  1. 1. The Black-Litterman Model: An Investigation of Confidence

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Per Malm; [2021]
    Keywords : Keywords: Black-Litterman model; Idzorek’s extension; Confidence; Sensitivity; Business and Economics;

    Abstract : This paper examines Idzorek’s extension of the Black-Litterman model with respect to confidence levels and makes a general comparison with the Canonical Reference Model. To test Idzorek’s method a global equities portfolio is constructed using assets representing nine different countries consisting in total of 80. READ MORE