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Description: b-l 资产配置模型的详细介绍,包括理论模型和参考文献-bl detailed description of asset allocation models, including theoretical models and references
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Size: 316416 |
Author: lkk |
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Description: 贝叶斯优化组合方法选择:采用Black Litterman方法-Bayesian Optimal Portfolio Selection: the Black-Litterman Approach
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Size: 124928 |
Author: 胡海涛 |
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Description: markowitz 均值方差模型
Black-litterman 模型
resample模型
robust模型-markowitz mean-variance model
Black-litterman model
resample model
robust model
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Size: 27648 |
Author: lylelin |
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Description: An excel vba code for solving the famous Black-Litterman s optimum global asset allocation model.-An excel vba code for solving the famous Black-Litterman s optimum global asset allocation model.
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Size: 7168 |
Author: Ralph Lu |
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Description: A step-by-step guide for solving the Black-Litterman s optimum global asset allocation model.
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Size: 117760 |
Author: Ralph Lu |
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Description: Calculates weight portfolio using black litterman model as mentioned in Thomas M. Idzorek s paper A STEP-BY-STEP GUIDE TO THE BLACK-LITTERMAN MODEL
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Size: 2048 |
Author: 张赤司 |
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Description: 在投资组合方面很牛的Black-Litterman 策略函数的java版本,可在一个视图中计算预期收益。-This class encapsulates the top level Black-Litterman functionality in terms of backing the risk version out of the market portfolio, and then on to calculating the expected return with views.
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Size: 105472 |
Author: 王强 |
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Description: R语言金融工程中文教程,内含专业的套利和最新资产组合方差和协方差矩阵定价模型(即BLACK-LITTERMAN)及其部分源代码-R LANGUAGE FINANCE ENGINEERING TECH GUIDE
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Size: 1036288 |
Author: neo nee |
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Description: Both Black-Litterman and Resampling, when
combined with MVO, create more diversified
portfolios
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Size: 344064 |
Author: mm |
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Description: 金融工程中Black-Litterman模型的R语言代码+案例-Financial engineering R Language Black-Litterman model code+ Case
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Size: 1024 |
Author: 李爱丽 |
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Description: 加入投资者主观观点优化后的资产配置模型 —— Black LITterman 模型-Investors asset allocation model to join the subjective point of view optimized- Black LITterman model
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Size: 849920 |
Author: 冯小 |
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Description: 以Black Litterman的方式将20支股票及无风险利率产品的投资组合进行优化的方式,并且以夏普值等数据评价其优劣-In Black Litterman way 20 stock portfolio and the risk-free interest rate products optimized manner, and with the value of Sharp and other data to uate the pros and cons
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Size: 2581504 |
Author: Silver |
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Description: The Black-Litterman Model Explained 论文(1996)中的源代码-The Black-Litterman Model Explained paper (1996) Source Code
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Size: 2048 |
Author: JIAQI WEN |
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Description: black litterman 模型,波动率研究大类资产配置模型-black litterman modle
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Size: 47104 |
Author: 黄豪侈 |
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Description: litterman模型代码 matlab(litterman model implementation with matlab.Black-Litterman is an asset allocation model that allows portfolio managers to incorporate views into CAPM equilibrium returns and to create more diversified portfolios than those generated by traditional mean-variance optimization.)
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Size: 2048 |
Author: yuyuyu111
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Description: black-litterman模型实例,可调节参数,指数可修改。(An excel vba code for solving the famous Black-Litterman s optimum global asset allocation model)
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Size: 19456 |
Author: nuclear
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Description: 计算bl模型的matlab代码,给出最佳权重(matlab code for calculating weights of portfolio in BL model)
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Size: 2048 |
Author: ghisgh
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