STUDY OF THE INVESTOR EXPECTATIONS WITH BLACK-LITTERMAN MODEL IN OPTIMAL PORTFOLIO SELECTION: AN APPLICATION ON ISTANBUL STOCK EXCHANGE CORPORATION
The Black-Litterman Optimization Model, developed by Fischer Black and Robert Litterman, is an optimal portfolio construction model that the expectations of the investor can be brought in the formulation of optimization. Investors return expectations are a kind of estimated information, also referre...
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| Format: | article |
| Language: | DE EN FR TR |
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Fırat University
2019
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| Online Access: | https://doaj.org/article/f5b8e07d820944caa38e6ed3929f18c0 |
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