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Articles from bill goo | Selfgrowth.com
- Black Litterman Approach - by Submitted on May 18, 2010 from bill gooBlack-Litterman model is widely used for asset allocation, however, most of its applications are based on the assumption of normally distributed markets and views. In the paper Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets, the author Attilio Meucci ...
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