One would certainly dream of perfect portable credit risk system like the one below, unfortunately it’s one of the abounding ones in textbooks, created with simulated data. Reality can be much different.
Rodolfo Vanzini
Making sense of economics
Follow @RodolfoVanzini
Rodolfo Vanzini
@RodolfoVanzini
- Il modello di Black-Litterman (BL) è uno strumento molto efficace capace di rispondere p https://t.co/KOa6OghClf #blacklitterman #rstats
about 1 month ago - Check out my Black-Litterman implied returns on S&P 500 market cap selection of stocks as of July 4th, 2019. Beware… https://t.co/sij1hu1Cnk
about 2 months ago
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