Market Timing with the Black-Litterman Model

Ugo Pomante

Chapter 6 in Asset Pricing, Real Estate and Public Finance over the Crisis, 2013, pp 97-111 from Palgrave Macmillan

Abstract: Abstract The portfolio construction issues have stimulated an intense debate in both academic and practitioner communities. In more than half a century, asset managers and academics have developed a set of almost unlimited asset allocation techniques.

Keywords: Portfolio Selection; Expected Return; Asset Allocation; Asset Class; Portfolio Weight (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-1-137-29377-0_7

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DOI: 10.1057/9781137293770_7

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