标题: whtat's difference ? BL (black-litterman approach) VS UBL [打印本页]

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作者: LPoulin133    时间: 2011-7-11 19:03     标题: whtat's difference ? BL (black-litterman approach) VS UBL

who can explain ? thks

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作者: Unforseen    时间: 2011-7-11 19:03

BL - constraints against short selling. Creates corner portfolios.

NO EXCUSES

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