Q. what is the difference between Black-litterman and Stutzer’s
2004 optimisation approach ?
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Q. what is the difference between Black-litterman and Stutzer’s2004 optimisation approach ?
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The BlackLitterman model enables investors to combine their unique views regarding the performance of various assets with the market equilibrium in a manner that results in intuitive diversified portfolios This paper consolidates insights from the relatively few works on the model and provides stepbystep instructions that enable the reader to implement this complex model A new method for controlling
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