Stock-Market Equilibrium and the Dividend Yield

1996 ◽  
Author(s):  
Charles F. Kramer
Keyword(s):  
Stock Market ◽  
Market Equilibrium ◽  
Dividend Yield

Stock-Market Equilibrium and the Dividend Yield

1996 ◽  
Vol 96 (90) ◽  
pp. 1
Author(s):  
Charles Frederick Kramer ◽  
Keyword(s):  
Stock Market ◽  
Market Equilibrium ◽  
Dividend Yield

The Black-Litterman Model for Portfolio Optimization on Vietnam Stock Market

2020 ◽  
Vol 28 (Supp01) ◽  
pp. 99-111
Author(s):  
Bao Quoc Ta ◽  
Thao Vuong
Keyword(s):  
Stock Market ◽  
Portfolio Optimization ◽  
Portfolio Management ◽  
Asset Allocation ◽  
Market Equilibrium ◽  
Management Model ◽  
Optimal Portfolios ◽  
Allocation Model ◽  
Allocation Process ◽  
Allocation Decisions

The Black-Litterman asset allocation model is an extended portfolio management model to construct optimal portfolios by combining the market equilibrium with investor views into asset allocation decisions. In this paper we apply Black-Litterman model for portfolio optimization on Vietnames stock market. We chose ARIMA methodology utilized in financial econonometrics to predict the views of investor which are used as inputs of the Black-Litterman asset allocation process to find optimal portfolio and weights.

scholarly journals The Inefficiency of the Stock Market Equilibrium

1982 ◽  
Vol 49 (2) ◽  
pp. 241 ◽  
Author(s):  
Joseph E. Stiglitz
Keyword(s):  
Stock Market ◽  
Market Equilibrium

Dividend Yield Strategy in the British Stock Market 1994-2007

2008 ◽  
Author(s):  
Janusz Brzeszczynski ◽  
Kathryn Archibald ◽  
Jerzy Gajdka ◽  
Joanna Brzeszczynska
Keyword(s):  
Stock Market ◽  
Dividend Yield
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