Model contest and portfolio performance: Black-Litterman versus factor models
L Jia-long, L Bo-wei, L Min - 2013 International Conference on …, 2013 - ieeexplore.ieee.org
The aim of this article is to discuss and compare four models: single index model, Fama
French three-factor model, Carhart four-factor model and the Black-Litterman model in the …
French three-factor model, Carhart four-factor model and the Black-Litterman model in the …
[PDF][PDF] The relationship between asset allocation and fund performance of occupational pension schemes in Kenya
EN Wanjohi, PW Kariuki - International Academic Journal of …, 2019 - iajournals.org
In Kenya, pension schemes are set up with an aim of promoting financial independence of
retirees and alleviating poverty at old age. To achieve this, pension schemes through …
retirees and alleviating poverty at old age. To achieve this, pension schemes through …
The relationship between retirement benefits authority investment guidelines and financial performance of pension schemes in Kenya
FM Miriti - 2014 - erepository.uonbi.ac.ke
Data used in the study was for the period 2003 to 2009. The Retirement Benefit Authority
investment guidelines which became effective in 2001 classifies investment assets as cash …
investment guidelines which became effective in 2001 classifies investment assets as cash …