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Mathematical finance / Investment / Financial risk / Financial economics / Modern portfolio theory / BlackLitterman model / Portfolio optimization / Beta / Asset allocation / Market portfolio / Standard deviation / Market sentiment


Implementing Black-Litterman using an Equivalent Formula and Equity Analyst Target Prices Leon Chen† , Zhi Da‡ and Ernst Schaumburg♦∗ February 9, 2015 Abstract
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Document Date: 2015-02-09 14:59:55


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