Essays about: "Viktor Trollsten"

Found 1 essay containing the words Viktor Trollsten.

  1. 1. The Black Litterman Asset Allocation Model : An empirical comparison of approaches for estimating the subjective view vector and implications for risk-return characteristics

    University essay from Linköpings universitet/Nationalekonomi

    Author : Viktor Trollsten; Sebastian Olsson; [2018]
    Keywords : ;

    Abstract : Background In the early 90’s, Black and Litterman extended the pioneering work of Markowitz by developing a model combining qualitative and quantitative research in a delicate optimization process. It allows for a subjective view parameter in a quantitative model and with absent views, the investor will have no reason to deviate from the market equilibrium portfolio. READ MORE