A study on asset portfolio optimization using Black-Litterman model as a framework with views based on Elliott wave principle

• المؤلفون الرئيسيون: Montalbo, Miguel Lorenzo K., Ramos, Edward Joseph A., Salon, Ysabel Francheska D., Tiu, Ethan Charles Y.
• التنسيق: text
• اللغة: English
• منشور في: Animo Repository 2016
• الموضوعات: Stock price forecasting; Finance and Financial Management
• الوصول للمادة أونلاين: https://animorepository.dlsu.edu.ph/etd_bachelors/9032
• المؤسسة: De La Salle University

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...