Extending the Black-Litterman portfolio allocation model to incorporate adaptive views
Author(s)
Patel, Rajiv Narendra
Type
Dissertation
Version
Imperial Users only
Date Issued
2009-09
Date Awarded
2009-11
Format Extent
347985 bytes
Creator
Patel, Rajiv Narendra
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Actuarial Finance
