The Black-Litterman model allows the private views of the portfolio manager to be incorporated with market data

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The Black-Litterman model allows the private views of the portfolio manager to be incorporated with market data in the optimization procedure. L02

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 06:01 AM

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The Black-Litterman model allows the private views of the portfolio manager to be incorporated with market data

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ISE Investments

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