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by Benjamin
Fri Oct 09, 2009 3:10 pm
Forum: Estimation
Topic: Black Litterman Model
Replies: 3
Views: 8542

Re: Black Litterman Model

Hi there, i deal with the same problem at the moment and can't find any help/approach in the www. Isn't there anyone who has come to this problem before and may can give some initial advice? How can i solve in my program the minimum-variance-portfolio for 2 assets with constraints? In Matlab e.g. i ...

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