Deconstructing Black-Litterman: How to Get the Portfolio You Already Knew You Wanted
Thursday January 16 12:30 PM - 2:00 PM • NYSSA Conference Center
Markowitz (1952) mean-variance (MV) optimization has been the theoretical standard for defining portfolio optimality for more than sixty years. However, MV optimization in ...
Asset Classes, Industries, & Fundamentals, Global Investing, Investment Strategy, Programs for Members, Seminar