![]() You will find in this post an Excel spreadsheet which implement the model. We conclude with an explanation of the methodology to build the spreadsheet with the results obtained. We then present the mathematical foundations of this model. This article follows the following structure: first, we introduce the Black-Litterman model. Energy, Trade & Finance, 2021-2022) presents an implementation of the Black-Litterman model, used to determine the expected return of a portfolio by integrating investor’s views regarding the performance of the underlying assets selected in the investment portfolio. In this article, Youssef Louraoui (Bayes Business School, MSc.
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