188x
Filetype PPTX
File size 0.91 MB
Source: www.unica.it
File: Portfolio Management Ppt 74567 | Bodie 11e Ppt Ch27
Overview • Treynor-Black model • The optimization uses analysts’ forecasts of superior performance • The model is adjusted for tracking error and for analyst forecast error • Black-Litterman model &bull ...
Filetype Power Point PPTX | Posted on 01 Sep 2022 | 2 years ago