标题: [原创]Black-Litterman model [打印本页] 作者: Gypsy 时间: 2013-8-19 14:58 标题: [原创]Black-Litterman model
請問Unconstrained Black-Litterman 和 Black-Litterman
是否都是一樣用reverse optimization 方法?
書本說Unconstrained Black-Litterman draws weights of asset classes from a global index . Applying a Bayesian process,the manager increases or decreases the weights based upon her views of expected asset class returns作者: busterbluth 时间: 2013-8-19 14:59
