Black-Litterman and Home Prices in StyleADVISOR

PreviewAttachmentSize
 
Download697.53 KB
Date: 
Tue, 2005-03-01

Black-Litterman: Asset allocations you can actually use!
Have you given up on mean variance optimization because the resulting asset allocations are unintuitive and anything but diversified? The sophisticated Black-Litterman asset allocation model helps you realize the benefits of mean variance optimization by creating portfolios that you can use.

How does the Black-Litterman Model Calculate Return Forecasts?
The Black-Litterman model uses two sophisticated mathematical techniques to create forecasts for mean variance optimization: reverse optimization and Bayesian probability theory. This article is a "user-friendly" explanation of these techniques.

Home Prices in StyleADVISOR
You can't pick up a newspaper today without reading about the boom in single family home prices. Home owners will soon be able to hedge their real estate exposure when the Chicago Mercantile Exchange begins trading derivatives on home prices. Now you can analyze home prices in StyleADVISOR with our new home price database

 
 

Informa Investment Solutions is part of the Business Intelligence Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC’s registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 8860726.

Informa