BLACK-LITTERMAN MODEL
Investment portfolio strategy combining the Capital Asset Pricing Model and mean-variance optimization theory. Designed by Goldman Sachs’ Fischer Black and Robert Litterman, it allows portfolio manager to generate a set of projected returns using the mean-variance optimization structure.
POPULAR TERMS
M3
Measuring money supply which includes the following: M2, large time-deposits, repos of maturity larger than one day at commercial banks, institutio ...
S&P 500 Mini
S&P 500 Mini is a derivative contract that represents a designated fraction of the trading value of a standard S&P futures or options contr ...
Rationalization
A reorganization of a company to surge its efficiency. Reorganization may lead to an expansion or reduction in company size, policy changes, or an ...
Industry Bet
Strategy where investors or portfolio managers escalate or reduce holdings in an entire industry, rather than buying or selling individual stocks f ...
Risk Averse
A term that describes an investor who will prefer an investment with the lower risk when he or she encounters two investments with a similar expect ...
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It is important for ethical investors to determine how companies manage themselves and their relations with investors and stakeholders.
< ...
Student Loans: Loan Repayment
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Buying a Home: Choosing the Best Location
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