ADDRESSING THE REGIME-SWITCHING AND BLACK-LITTERMAN MODELS IN PORTFOLIO OPTIMIZATION
Bachelor's
Saved in:
Main Author: | TAN YUE KIAT |
---|---|
Other Authors: | MATHEMATICS |
Published: |
2021
|
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/203430 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
OPTIMALISASI PORTOFOLIO MODEL BLACK-LITTERMAN DAN CAPITAL ASSET PRICING MODEL OPTIMIZATION PORTFOLIO BLACK LITTERMAN MODEL AND CAPITAL ASSET PRICING MODEL
by: , RIZKA NUR ASFARINA, et al.
Published: (2013) -
Optimizing asset management portfolio performance in the Chinese stock markets using the black-litterman model
by: Jin, Xingmei
Published: (2014) -
THE BLACK-LITTERMAN MODEL BEYOND NORMALITY
by: TEY JUN YAN DANIEL
Published: (2021) -
THE BLACK-LITTERMAN MODEL: ANALYSIS AND IMPLEMENTATION
by: SIM SHENG LONG BERTRAND
Published: (2021) -
A study on asset portfolio optimization using Black-Litterman model as a framework with views based on Elliott wave principle
by: Montalbo, Miguel Lorenzo K., et al.
Published: (2016)