Optimal method for investing on assets using black litterman model
The main goal of investors is to minimize risk at any point of given returns or maximize returns at any given risk. The Markowitz mean-variance (MV) model is widely used for solving investment problem but is tedious and the results are often extreme. The investors who use it encountered difficulties...
Main Authors: | , , , |
---|---|
Format: | Article |
Published: |
Pushpa Publishing House
2017
|
Subjects: |