قارن الطرق
راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.
| نموذج بلاك-ليترمان للمحافظ الاستثمارية× | نموذج محفظة تكافؤ المخاطر (مساهمة المخاطر المتساوية)× | |
|---|---|---|
| المجال | التمويل | التمويل |
| العائلة | Regression model | Regression model |
| سنة النشأة≠ | 1992 | 2010 |
| صاحب الطريقة≠ | Fischer Black & Robert Litterman | Maillard, Roncalli & Teïletche (2010); popularised by Qian (2005) and Bridgewater All Weather |
| النوع≠ | Bayesian portfolio allocation model | Portfolio weighting model (risk budgeting) |
| المصدر التأسيسي≠ | Black, F. & Litterman, R. (1992). Global Portfolio Optimization. Financial Analysts Journal, 48(5), 28-43. DOI ↗ | Maillard, S., Roncalli, T. & Teïletche, J. (2010). The Properties of Equally Weighted Risk Contribution Portfolios. Journal of Portfolio Management, 36(4), 60–70. DOI ↗ |
| الأسماء البديلة≠ | Black-Litterman, BL model, Black-Litterman Portföy Modeli | equal risk contribution, ERC portfolio, risk budgeting, All Weather strategy |
| ذات صلة≠ | 5 | 3 |
| الملخص≠ | The Black-Litterman model, introduced by Fischer Black and Robert Litterman in 1992, is a Bayesian portfolio allocation framework that blends market-equilibrium returns with an investor's own views to produce more stable, intuitive portfolios. It was designed to cure the extreme concentration and input sensitivity of classical Markowitz mean-variance optimisation. | Risk parity is a portfolio weighting model, formalised by Maillard, Roncalli and Teïletche (2010), in which every asset contributes an equal share of the total portfolio risk. It needs only the covariance (risk) structure of the assets and no forecast of expected returns, and it underpins Bridgewater's All Weather strategy. |
| ScholarGateمجموعة البيانات ↗ |
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