The Black-Litterman Asset Allocation Model
The following was implemented in Maple by Marcus Davidsson (2009) davidsson_marcus@hotmail.com and is based upon the work by Benninga (2008) Financial Modeling 3:ed
A) Expected Risk Adjusted Returns in Theory
B) Loading Data and Some Basic Calculations
C) Risk Adjusted Expected Returns in the B&L Model
D) Opinion and Risk Adjusted Expected Returns in the B&L Model
E) How to solve for the Optimal Portfolio Weights in General
F) Optimal Portfolio Weights in the B&L Model
