Black-Litterman Model for Risk Factor Views
The paper presents an extended Black-Litterman model that allows fund managers to apply their subjective views to risk factors, simplifying the portfolio allocation process.
Featured in No. 69 on 9 Oct 2024 · 8 days after release
- Released
- 1 Oct 2024
- First featured
- No. 69 · 9 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4976695
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