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Established in 1988, Quanta Computer today is the largest notebook computer ODM. Company in the world. With leading technology and strong R. Quanta is a leader. In hi-tech markets. Besides continuous high growth, high quality and high value. Creation in notebook computers, Quanta has extended its businesses into enterprise. Network systems, home entertainment, mobile communication, automotive electronics. And digital home markets. Quanta integrates worldwide technology resources to ensure. Click below fo...
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Quantitative & Financial
Saturday, August 31. Portfolio Optimization II : Black-Litterman model. In the previous post. Instability of asset returns. Empirical studies show that expected asset returns explain vast majority of optimal portfolio weightings. However, extrapolation of past returns into the future doesn't work well due to a stochastic nature of financial markets. Nevertheless, our goal is to achieve optimal and stable asset allocation, rather than trying to predict future market returns. The world of efficient markets.