• Implementation of the Black Litterman model on S&P 500 

      Høyvik, Even; Innvær, Kristian Mæland (Master thesis, 2022)
      This thesis applies the Black Litterman model to a defined universe on the S&P 500 index to investigate whether the asset allocation predicted through active management will yield increased risk-adjusted returns and we aim ...
    • Implementation of the Black Litterman model on S&P 500 

      Høyvik, Even; Innvær, Kristian Mæland (Master thesis, 2022)
      This thesis applies the Black Litterman model to a defined universe on the S&P 500 index to investigate whether the asset allocation predicted through active management will yield increased risk-adjusted returns and we aim ...