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Nasiłowski, 2024 - Google Patents

The Black-Litterman Model in Modern Portfolio Management: A Systematic Approach to Integrating Investor Preferences

Nasiłowski, 2024

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Document ID
15289120429729689637
Author
Nasiłowski J
Publication year
Publication venue
PQDT-Global

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Snippet

This study explores the integration of investor preferences into portfolio management through the Black-Litterman model, a significant advancement beyond traditional asset allocation methods. Developed originally for fixed income portfolios, this approach was …
Continue reading at run.unl.pt (PDF) (other versions)

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