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Black-Litterman portfolio optimization model : delo diplomskega seminarja
ID Gogala, Jaka (Author), ID Omladič, Matjaž (Mentor) More about this mentor... This link opens in a new window

URLURL - Presentation file, Visit https://repozitorij.uni-lj.si/IzpisGradiva.php?id=97076 This link opens in a new window

Language:English
Keywords:Black-Litterman model, mean-variance optimization, multivariate normal distribution, Bayes' rule
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[J. Gogala]
Year:2010
Number of pages:24 str.
PID:20.500.12556/RUL-101283 This link opens in a new window
UDC:519.2
COBISS.SI-ID:15855193 This link opens in a new window
Publication date in RUL:17.08.2018
Views:1399
Downloads:213
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Secondary language

Language:Slovenian
Keywords:Black-Littermanov model, optimizacija, multivariantna normalna porazdelitev, Baysovo pravilo

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