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Monte Carlo simulations on the Black-Litterman model with absolute views: a comparison with the Markowitz model and an equal weight asset allocation strategy

机译：具有绝对视图的Black-Litterman模型的Monte Carlo模拟：与Markowitz模型的比较和等权资产配置策略

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Treballs Finals de Grau en Estadística UB-UPC, Facultat d'Economia i Empresa (UB) i Facultat de Matemàtiques i Estadística (UPC), Curs: 2014-2015, Tutor: José Suárez-Lledó Grande i Salvador Torra Porras

机译：统计UB-UPC，经济学与商业学院（UB）和数学与统计学院（UPC）的最终学位项目，学年：2014-2015，家教：何塞·苏亚雷斯·莱利多·格兰德和萨尔瓦多·托拉·波拉斯

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Fernández Pibrall Eric;
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年度 2015
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正文语种 eng
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Monte Carlo simulations on the Black-Litterman model with absolute views: a comparison with the Markowitz model and an equal weight asset allocation strategy

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