Black-Litterman model explained (Excel)
Автор: NEDL
Загружено: 2022-03-24
Просмотров: 28085
The Black-Litterman model, developed by Black and Litterman in the 1990s, is a key concept in portfolio management and investment allocation and a theoretical breakthrough in modern portfolio theory. It can be used to derive expected returns consistent with global capital markets equilibrium, using the insights of tangency portfolio and CAPM, as well as to integrate the beliefs of the portfolio manager into allocation decisions. Today we are discussing the theory and the concepts behind the Black-Litterman model and learning how to apply it in Excel.
Don't forget to subscribe to NEDL and give this video a thumbs up for more videos in Investment!
Please consider supporting NEDL on Patreon: / nedleducation
Доступные форматы для скачивания:
Скачать видео mp4
-
Информация по загрузке:
