Browsing by Title "Utilização do modelo de Black-Litterman para gestão de hedge funds do Brasil"
Now showing items 1-1 of 1
-
Utilização do modelo de Black-Litterman para gestão de hedge funds do Brasil
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 ...


