A demystification of the Black-Littermann model
Subtitle: managing quantitative and traditional portfolio construction
By: S. E. Satchell and A. E. Scowcroft.
Contributors: Scowcroft, A.; Judge Institute of Management Studies.
Series: Research papers in management studies / Judge Institute of Management Studies -- WP 13/98; Research papers in management studies (Judge Institute of Management Studies) -- WP 13/98.
Publisher: Judge Institute of Management Studies, University of Cambridge
Published: 1997
Place of publication: Cambridge
Language: eng
Number of pages: 27
Subjects: Portfolio management -- Econometric models.; Risk management -- Econometric models.
Notes: Includes bibliographical references.