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Black-Litterman allocation model: Application and comparision with OMX Stockholm Benchmark PI (OMXSBPI)

Seimertz, Daniel (2015) MASY01 20151
Mathematical Statistics
Please use this url to cite or link to this publication:
author
Seimertz, Daniel
supervisor
organization
course
MASY01 20151
year
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},
}