Setting black-litterman reference point empirical evidence from Thailand
Thesis (M.Sc.)--Chulalongkorn University, 2009
Saved in:
主要作者: | Inthiporn Paphangkorn |
---|---|
其他作者: | Sunti Tirapat |
格式: | Theses and Dissertations |
語言: | English |
出版: |
Chulalongkorn University
2012
|
主題: | |
在線閱讀: | http://cuir.car.chula.ac.th/handle/123456789/18761 |
標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
機構: | Chulalongkorn University |
語言: | English |
相似書籍
-
Setting black-litterman reference point empirical evidence from Thailand
由: Inthiporn Paphangkorn
出版: (2009) -
Performance control and risk calibration in the Black-Litterman model
由: TEE, Chyng Wen, et al.
出版: (2017) -
AN EMPIRICAL AND THEORETICAL ANALYSIS OF THE BLACK-LITTERMAN MODEL
由: KEVIN QUA KAI BIN
出版: (2021) -
Application of the Black-Litterman model (BL) with optimization on the Philippine Stock Exchange index (PSEi) from 2013 to 2019
由: Navarro, Carlos Roberto Q.
出版: (2020) -
A study on asset portfolio optimization using Black-Litterman model as a framework with views based on Elliott wave principle
由: Montalbo, Miguel Lorenzo K., et al.
出版: (2016)