Browsing by Subject "lack-Litterman model"

Browsing by Subject "lack-Litterman model"

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  • The role of high-yield bonds in strategic asset allocation over the Great Recession 
    Menounos, Georgios; Alexiou, Constantinos; Vogiazas, Sofoklis (LLC “Consulting Publishing Company “Business Perspectives”, 2017-11-13)
    By utilizing a modified version of the Black-Litterman model, the authors explore the asset allocation to high-yield bonds based on an investor’s risk profile. In so doing, the researchers use US data on high-yield bonds ...