The Black-Litterman portfolio allocation model
Author(s)
Wang, Yizhou
Type
Dissertation
Version
Imperial Users only
Date Issued
2008
Date Awarded
2008
Format Extent
175060 bytes
Creator
Wang, Yizhou
Description Note
Distinction
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Risk Management & Financial Engineering
