Essays about: "SHUHRAT ABDUMUMINOV"
Found 2 essays containing the words SHUHRAT ABDUMUMINOV.
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1. Black-Litterman Model: Practical Asset Allocation Model Beyond Traditional Mean-Variance
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : This paper consolidates and compares the applicability and practicality of Black-Litterman model versus traditional Markowitz Mean-Variance model. Although well-known model such as Mean-Variance is academically sound and popular, it is rarely used among asset managers due to its deficiencies. READ MORE
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2. Black-Litterman Model : Practical Asset Allocation Model Beyond Traditional Mean-Variance
University essay from Mälardalens högskola/Utbildningsvetenskap och MatematikAbstract : Today the Black-Litterman model is used as an asset allocation tool by many of the largest investment banks around the globe. The Black-Litterman model was derived based on the Mean- Variance framework to maximize return for a given level of portfolio risk. READ MORE