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Luca Ercolani
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1.
A Practical Way to Assess the Confidence Level of a Manager in a Black and Litterman Model
Number of pages: 18
Posted: 06 Oct 2011
Annalisa Beato
, Luca Ercolani and
Tiziano Novelli
affiliation not provided to SSRN
,
affiliation not provided to SSRN
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Abstract:
Black Litterman, confidence, asset allocation
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