Discuss the shortfalls of mean- variance optimization (MVO) portfolios and how the Black- Litterman Model attempts to

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Discuss the shortfalls of mean- variance optimization (MVO) portfolios and how the Black- Litterman Model attempts to address these shortfalls.

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Financial Behavior Players Services Products And Markets

ISBN: 9780190269999

1st Edition

Authors: H. Kent Baker, Greg Filbeck, Victor Ricciardi

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