文件名称：A hybrid approach for generating investor views in Black–Litterman model.pdf
文件大小：2.81MB
文件格式：PDF
更新时间：2023-10-03 14:35:44
BL模型
One of the main contributions of Black–Litterman asset allocation modeling is bringing out the idea of updating portfolios relying on the investor views. The incorporation of such views may inject subjectiv- ity to the modeling phase