An Empirical Evaluation of Mean-Variance Optimised Portfolios produced using the Black-Litterman Returns Estimate
Author(s)
Page, Nick
Type
Dissertation
Version
Imperial Users only
Date Issued
2013
Date Awarded
2013
Format Extent
1226472 bytes
Creator
Page, Nick
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Actuarial Finance