Market Timing with the Black-Litterman Model

  • Ugo Pomante
Part of the Palgrave Macmillan Studies in Banking and Financial Institutions book series (SBFI)


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.


Portfolio Selection Expected Return Asset Allocation Asset Class Portfolio Weight 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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© Ugo Pomante 2013

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  • Ugo Pomante

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