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Showing 1 to 5 of 5 for “"Black-litterman model"”.

  1. Alternative distributions in the Black-Litterman model of asset allocation

    … of the prior equilibrium returns used in the model with a more general distribution which captures the skewness and fat tails exhibited by stock data. We consider the á stable distributions as an alternative distribution to the normal distribution. Consequently we also consider alternative …

    cape-town Repository record for Alternative distributions in the Black-Litterman model of asset allocation (opens in a new tab)

  2. Robust Bayesian Portfolio Optimisation: Higher Moments and the Distorting Effects of Constraints

    … approach to asset allocation. In particular, the Black-Litterman model is introduced as a powerful Bayesian asset allocation model that enables the incorporation of human decision making (in the form of views) within a portfolio optimisation framework. Several recommendations and adjustments are …

    cape-town Repository record for Robust Bayesian Portfolio Optimisation: Higher Moments and the Distorting Effects of Constraints (opens in a new tab)

  3. Fixed income portfolio construction: a Bayesian approach for the allocation of risk factors

    … risks. In light of the most recent extensions of Black-Litterman model, we stick to a Bayesian approach for the construction of active fixed income portfolios. Within the investment grade universe, the equilibrium returns are approximated by the yield levels implied by the market prices and these …

    city-london Repository record for Fixed income portfolio construction: a Bayesian approach for the allocation of risk factors (opens in a new tab)

  4. Active portfolio management adapted for the emerging markets

    … markets and reviewed possible asset allocation models as implementation methods for those alpha generating strategies. For finding adaptable alpha strategies for the emerging markets, an empirical study was carried out for four possible alpha generating strategies - value and growth strategy, …

    mit Repository record for Active portfolio management adapted for the emerging markets (opens in a new tab)

  5. Skew Normal Bayesian Asset Allocation

    … and extends the Bayesian asset allocation model obtained by assuming hidden truncation skew-normal returns. Hidden truncation model provides a flexible family of skewed alternatives to the classical k dimensional normal distribution. In their groundbreaking framework in Bayesian asset …

    claremont Repository record for Skew Normal Bayesian Asset Allocation (opens in a new tab)