[原创]Black-Litterman model black out standard, assets, market, black, 收益

dontknow1987

The analyst backs out the implied market risk premium and covariances of the assets from value-weighted global market index.

吾係透過指數的standard deviation 和covariance 找出預算收益,而係找出風險溢價 和 covariance ?

HuskyGrad2010

通过global index的weighting，standard deviation和covariance得出预期收益，得到预期收益同时知道weighting不就计算出market risk premium吗