Robust Methods of Portfolio Optimization - Comparative Performance on the Russian Market
Comparative study of two models of portfolio optimization: Brandt and Santa-Clara, Black-Litterman. Objective function and statistical inference in the Brandt and Santa-Clara model. The market equilibrium and investor’s views in the Black-Litterman model.
| Рубрика | Экономика и экономическая теория |
| Предмет | Financial economy |
| Вид | дипломная работа |
| Язык | английский |
| Прислал(а) | В.В. Богдан |
| Дата добавления | 11.11.2015 |
| Размер файла | 847,6 K |
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