個案資料
了解個案內容與學習目標，選擇授課教師及使用課程。
Bayesian Estimation & Black-Litterman
內容大綱
Describes a practical method for asset allocation that is more robust to estimation errors than the traditional implementation of mean-variance optimization with sample means and covariances. The Bayesian inspired Black-Litterman model is described after introducing the intuition of the Bayesian approach to inference in a univariate setting.