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- 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 ...
