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Keywords: Black–Litterman model
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Journal Articles
Journal:
Managerial Finance
Managerial Finance (2022) 48 (6): 902–916.
Published: 05 April 2022
... balanced portfolio of mutual funds? Design/methodology/approach The authors apply the Black–Litterman model of Modern Portfolio Theory to test the efficacy of adding asset-backed securities to the classic 60–40% stock-bond portfolio of mutual funds. The authors use out-of-sample tests of one, three...
