Do Higher Moments Matter for Black-Litterman Model? - A Test on Emerging Equity Markets
Author(s)
Xu, Jin
Type
Dissertation
Version
Imperial Users only
Date Issued
2007
Date Awarded
2007
Format Extent
332209 bytes
Creator
Xu, Jin
Publisher Department
Imperial College Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
MSc Finance
