MARKET ANOMALIES AND TACTICAL ASSET ALLOCATION. Utilising market anomalies in multiple asset class portfolios with the Black−Litterman model

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Autoria(s): Pouttu, Paavali

Data(s)	22/09/2015 22/09/2015 22/10/2015
Identificador	http://www.doria.fi/handle/10024/113920 URN:NBN:fi-fe2015092213822
Idioma(s)	en
Tipo	Master's thesis