Browsing Studentoppgaver (Business) by Author "Innvær, Kristian Mæland"
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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 ...