Luca Ercolani

affiliation not provided to SSRN

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Scholarly Papers (1)

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 and affiliation not provided to SSRN
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Abstract:

Black Litterman, confidence, asset allocation