The Black-Litterman Model : mathematical and behavioral finance approaches towards its use in practice
The financial portfolio model often referred to as the Black-Litterman model is analyzed using two approaches; a mathematical and a behavioral finance approach. After a detailed description of its framework, the Black-Litterman model is derived mathematically using a sampling theoretical approach. T...
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| Format: | Others |
| Language: | English |
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KTH, Industriell ekonomi och organisation (Inst.)
2006
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-3997 http://nbn-resolving.de/urn:isbn:91-7178-397-0 |