Keywords: Black-Litterman
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Journal Articles
Revista de Gestao (2024) 31 (2): 166–185.
Published: 27 April 2023
...Daniel Pereira Alves de Abreu; Robert Aldo Iquiapaza Purpose The aim of the study was to analyze the performance of Black-Litterman (BL) portfolios using a views estimation procedure that simulates investor forecasts based on technical analysis. Design/methodology/approach Ibovespa, S&P500...

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