Black-Litterman allocation model: Application and comparision with OMX Stockholm Benchmark PI (OMXSBPI)
(2015) MASY01 20151Mathematical Statistics
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/5472145
- author
- Seimertz, Daniel
- supervisor
- organization
- course
- MASY01 20151
- year
- 2015
- type
- M2 - Bachelor Degree
- subject
- language
- English
- id
- 5472145
- date added to LUP
- 2015-06-11 13:23:23
- date last changed
- 2015-07-01 09:22:50
@misc{5472145,
author = {{Seimertz, Daniel}},
language = {{eng}},
note = {{Student Paper}},
title = {{Black-Litterman allocation model: Application and comparision with OMX Stockholm Benchmark PI (OMXSBPI)}},
year = {{2015}},
}