Blar i BI Open på forfatter "Skeie-Larsen, Theodor"
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Applying the Black-Litterman Model Using Analyst Recommendations on the Nordic Stock Market
Skeie-Larsen, Theodor; Nguyen, Quang Minh Dang (Master thesis, 2018)In this thesis, we are using consensus stock analyst recommendations which are applied to the Black-Litterman optimization model. We create a portfolio consisting of the Nordic Stock market between 2002 and 2017 to ...