标题: similarity b/w BL and Semi active [打印本页]

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作者: DarienHacker    时间: 2011-7-13 13:51     标题: similarity b/w BL and Semi active

in my mind i'm thinking.... isnt black litterman a form of stock based semi-active investing (equities)?

in both, you hold the index weights if you do not have any other view.... else you adjust the weights as per your views.

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