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Portfolio Optimization - Comparison between Mean-Variance Model and Black-Litterman Asset Allocation Model
Author(s)
Xu, Xiaotong
Type
Dissertation
Version
Imperial Users only
Date Issued
2006
Date Awarded
2006
URI
Format Extent
919169 bytes
Creator
Xu, Xiaotong
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance