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Global Portfolio Optimization for BSE Sensex using Enhanced Black Littermann Model

Publication Type : Conference Proceedings

Publisher : Procedia Engineering

Source : Procedia Engineering, Volume 38, p.2987-2997 (2012)

Campus : Coimbatore

School : School of Engineering

Department : Electronics and Communication

Verified : Yes

Year : 2012

Abstract :

Cite this Research Publication : A. M, R, K., and P.V.S, M., “Global Portfolio Optimization for BSE Sensex using Enhanced Black Littermann Model”, Procedia Engineering, vol. 38. pp. 2987-2997, 2012.

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