Browsing BI Open by Author "Thorsen, Christian"
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The Black-Litterman Model : An Application on the Norwegian Stock Market
Kjoberg, Marius; Thorsen, Christian (Master thesis, 2016)In this thesis we apply the Black-Litterman model on the Norwegian stock market using historical price data in the period of 2004 to 2015. A wide collection of analyst recommendations was used to determine views to feed ...