| bio | website | |
|---|---|---|
| location | Sweden | |
| age | ||
| visits | member for | 2 months |
| seen | Mar 25 at 9:33 | |
| stats | profile views | 5 |
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Feb 27 |
comment |
Market weights for Black-Litterman Sounds good. That is sort of what I'm doing now in my implementation, so I guess I was a bit on track. Btw, I think you should post your answer as an answer rather than a comment (so that you can be upvoted and accepted etc) |
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Feb 26 |
comment |
Market weights for Black-Litterman Well, its not easy to find good examples, but here are some: jpmorgan.com/tss/General/… r-bloggers.com/black-litterman-model stat.berkeley.edu/~nolan/vigre/reports/Black-Litterman.pdf |
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Feb 26 |
awarded | Student |
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Feb 26 |
asked | Market weights for Black-Litterman |