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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| 主要作者: | |
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| 格式: | text |
| 語言: | English |
| 出版: |
Animo Repository
2014
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| 在線閱讀: | https://animorepository.dlsu.edu.ph/etd_masteral/4741 |
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| 機構: | De La Salle University |
| 語言: | English |