精品基础课
Asset Allocation and Related Decisions in Portfolio Management (1)
Reading 17 Asset Allocation
Black-Litterman (BL) model
2x倍速 07:28
Black-Litterman(BL) model allows no negative asset weights.
第一步Select a relevant, global market index
这选的global market index里面是不是no negative asset weights？
另外是不是well diversified portfolio里面就no negative asset weights？
