Optimizing asset management portfolio performance in the Chinese stock markets using the black-litterman model
This thesis tries to develop a Black-Litterman model for portfolio and asset managers to yield a higher return than the MV model for the Chinese Stock Market and aim to find the optimal asset portfolio management model by using the new Black-Litterman model in Chinese stock market. The generated Bla...
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| Main Author: | |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
2014
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| Online Access: | https://animorepository.dlsu.edu.ph/etd_masteral/4741 |
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| Institution: | De La Salle University |
| Language: | English |