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1 Ergebnisse
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Global Portfolio Optimization:
Black, Fischer
;
Litterman, Robert
Financial Analysts Journal. 48 (1992) 5 - p. 28-43 , 1992
Link:
https://www.jstor.org/stable/4479577
RT Journal T1 <Title>Global Portfolio Optimization</Title> UL https://suche.suub.uni-bremen.de/peid=jstor-4479577&Exemplar=1&LAN=DE A1 Black, Fischer A1 Litterman, Robert PB The Association for Investment Management and Research YR 1992 SN 0015-198X K1 Economics K1 Economic disciplines K1 Financial economics K1 Finance K1 Financial investments K1 Financial portfolios K1 Investors K1 Macroeconomics K1 Aggregate economy K1 Market economics K1 Market equilibrium K1 Insurance K1 Insurance expenses K1 Insurance premiums K1 Risk premiums K1 Financial management K1 Financial risk K1 Investment risk K1 Portfolio management K1 Investment returns K1 Expected returns K1 Investment strategies K1 Asset allocation K1 Investment return rates K1 Yield K1 Asset management JF Financial Analysts Journal VO 48 IS 5 SP 28 OP 43 LK http://dx.doi.org/https://www.jstor.org/stable/4479577 DO https://www.jstor.org/stable/4479577 SF ELIB - SuUB Bremen
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