Tag Archives: Markowitz Portfolio Theory

Portfolio

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) elaborates on the concept of portfolio, which is a basic element in asset management. This article is structured as follows: we introduce the concept of portfolio. … Continue reading

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Black-Litterman Model

In this article, Youssef Louraoui (Bayes Business School, MSc. Energy, Trade & Finance, 2021-2022) presents the Black-Litterman model, used to determine optimal asset allocation in a portfolio. Black-Litterman Model takes the Markowitz Model one step further: It incorporates an investor’s … Continue reading

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