alleryStart learning →Which model extends unconstrained Markowitz optimisation by blending in investor 'views' on risk and return inputs?
AGordon growth model
BBlack–Litterman model
CMiller-Orr cash model
DBaumol cash model
Answer & Solution
Correct answer: B. Black–Litterman model
The Black–Litterman model builds relative and absolute views into the Markowitz optimisation inputs.
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