Using the Fundamental Analysis Method to Create a Matrix of Investor Views in the Black Literman Optimization Model and Comparing its Performance with Existing Models
Modern investment management began with Markowitz's theory on how to select an optimal portfolio based on the mean-variance model, and then continued with various optimization methods such as conditional value at risk model, half-variance model, and the mean-absolute deviation model. One of the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2022-09-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | https://jfm.alzahra.ac.ir/article_6577_497c4c350a5016da49f27625e3af9937.pdf |