Essays about: "efficent frontier"
Found 1 essay containing the words efficent frontier.
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1. 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
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