Browsing Bachelor Thesis - Mathematics by Author "Vuong, Thi Minh Thao"
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The Black Litterman Model For Portfolio Optimization
Vuong, Thi Minh Thao (2020)In this thesis we exploit the Black-Litterman model to practice on the Vietnam stock market that using historical price data over 5-year period from January 2015 to October 2019. The model allows investors to express ...