搜索资源列表
The_Black-Litterman_Model_In_Detail
- 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 descr iption of asset allocation models, including theoretical models and references
BL-Model
- 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
portfolio-code
- 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
Black-Litterman-Example
- 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.
BlackLittermanStepByStep
- A step-by-step guide for solving the Black-Litterman s optimum global asset allocation model.
litterman
- 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
blacklitterman
- 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 ex
R-LANGUAGE-FINANCE-ENGINEER-TECHBOOK
- 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
code
- Both Black-Litterman and Resampling, when combined with MVO, create more diversified portfolios
Example-of-BL-Model
- 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
BL
- 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 pr
He_Litterman_1999
- The Black-Litterman Model Explained 论文（1996）中的源代码-The Black-Litterman Model Explained paper (1996) Source Code
B_BlackLittAllocation1
- black litterman 模型，波动率研究大类资产配置模型-black litterman modle
He_Litterman_1999
- 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 diversifie
black-litterman model
- 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)
Litterman
- 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)