Too often, tactical asset allocation techinques are naive. Mathematical procedures are carefully ignored to avoid point estimates. This work shows that the Black-Litterman model is ideal ro remove the analysts' aversion to mathematical models.
Pomante, U. (2013). Market timing with the Black-Litterman model. In A. Carretta, G. Mattarocci (a cura di), Asset pricing, real estate and public finance over the crisis (pp. 97-111). Palgrave Macmillan.
Market timing with the Black-Litterman model
POMANTE, UGO
2013-01-01
Abstract
Too often, tactical asset allocation techinques are naive. Mathematical procedures are carefully ignored to avoid point estimates. This work shows that the Black-Litterman model is ideal ro remove the analysts' aversion to mathematical models.File in questo prodotto:
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