搜索资源列表
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.
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
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 expected return with views.
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 pros and cons
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 diversified portfolios than those genera
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)