Browsing by Author "Porto, Ricardo Lafayette Stockler Macintyre da Silva"
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Utilização do modelo de Black-Litterman para gestão de hedge funds do Brasil
Porto, Ricardo Lafayette Stockler Macintyre da Silva
2010-05-26The Black-Litterman model calculates the expected market returns as a combination of a set of investor views and a neutral reference point. The model uses Bayesian approach to blend both sources of information. The results ...


