A study on asset portfolio optimization using Black-Litterman model as a framework with views based on Elliott wave principle
Beating the market has always been the goal of investors, using multiple tools and techniques to help them reach their purpose. This thesis aims to shine a light on the effectiveness of the Black-Litterman asset allocation model when infused with views based on the Elliott wave principle. The resear...
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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2016
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/9032 |
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| Institution: | De La Salle University |
| Language: | English |