Essays about: "efficent frontier"

Found 1 essay containing the words efficent frontier.

  1. 1. Black-Litterman Model : Practical Asset Allocation Model Beyond Traditional Mean-Variance

    University essay from Mälardalens högskola/Utbildningsvetenskap och Matematik

    Author : David Emanuel Esteky; SHUHRAT ABDUMUMINOV; [2016]
    Keywords : Asset Allocation; Black-Letterman; portfolio theory; practical portfolio management; Mean-Variance; Portfolio optimization; Modern portfolio theory; Portfolio selection; efficent frontier; Markowitz;

    Abstract : 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