black-litterman model in detail
TRANSCRIPT
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8/6/2019 Black-Litterman Model in Detail
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L:,%(;:"(87%;"+$7+(F"-G($%(.(-%(&"M$G"&($G(M7+F,?-(@H/21(-G&(;:"(#-+$-GD"($%
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(!BB4"// "
//
5(678.+$9:;(23341(=-.(>-?;"+%((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((((lZ
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!991*,.M27
L:$%(-88"G&$P(8+7#$&"%(-(&"+$#-;$7G(7M(;:"(-?;"+G-;"(M7+F-;(7M(;:"(87%;"+$7+(#-+$-GD"H((L:$%(M7+F-;(&7"%(G7;(+"V,$+"(;:"($G#"+%$7G(7M({1(-G&(;:,%($%(F7+"(%;-*?"(D7F8,;-;$7G-??.H
TTweU
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!991*,.M2P
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!991*,.M2