Statements (27)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_technology
|
| gptkbp:address |
estimation error in expected returns
|
| gptkbp:assumes |
normal distribution of returns
|
| gptkbp:basedOn |
mean-variance optimization
|
| gptkbp:category |
finance
investment theory |
| gptkbp:combines |
investor views
market equilibrium returns |
| gptkbp:developedBy |
gptkb:Robert_Litterman
gptkb:Fischer_Black |
| gptkbp:form |
Bayesian approach
|
| https://www.w3.org/2000/01/rdf-schema#label |
Black-Litterman model
|
| gptkbp:influenced |
modern portfolio theory
|
| gptkbp:input |
covariance matrix
investor confidence market capitalization weights |
| gptkbp:introducedIn |
1990
|
| gptkbp:output |
expected returns
optimal portfolio weights |
| gptkbp:publishedBy |
gptkb:Goldman_Sachs
|
| gptkbp:relatedTo |
gptkb:Markowitz_model
gptkb:CAPM |
| gptkbp:usedFor |
asset allocation
portfolio allocation |
| gptkbp:bfsParent |
gptkb:Modern_Portfolio_Theory
gptkb:Robert_Litterman |
| gptkbp:bfsLayer |
6
|