Q. The ____________ model allows the private views of the portfolio manager to be incorporated with market data in the optimization procedure. (Solved)
1. Black-Litterman
2. Treynor-Black
3. Treynor-Mazuy
4. Black-Scholes
- a. Black-Litterman
1. Black-Litterman
2. Treynor-Black
3. Treynor-Mazuy
4. Black-Scholes