Selaus asiasanan mukaan kokoelmassa Pro gradu -tutkielmat ja diplomityöt sekä syventävien opintojen opinnäytetyöt (kokotekstit)
Aineistot 1-1 / 1
-
An application of the Black–Litterman model using exponential GARCH-in-mean model
(30.09.2019)The Black–Litterman model is an alternative asset allocation method that was developed to challenge the modern portfolio theory in the international asset allocation decision-making context. The modern portfolio theory ...avoin