Black-Litterman allocation model: Application and comparision with OMX Stockholm Benchmark PI (OMXSBPI)
(2015) In Bachelor's Theses in Mathematical Sciences 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
- publication/series
- Bachelor's Theses in Mathematical Sciences
- report number
- LUNFMS-4014-2015
- ISSN
- 1654-6229
- other publication id
- 2015:K8
- language
- English
- id
- 5472145
- date added to LUP
- 2015-06-11 13:23:23
- date last changed
- 2024-10-10 16:11:08
@misc{5472145,
author = {{Seimertz, Daniel}},
issn = {{1654-6229}},
language = {{eng}},
note = {{Student Paper}},
series = {{Bachelor's Theses in Mathematical Sciences}},
title = {{Black-Litterman allocation model: Application and comparision with OMX Stockholm Benchmark PI (OMXSBPI)}},
year = {{2015}},
}