Menentukan Expected Return Portofolio Dengan Estimasi Theil Mixed Pada Model …

This final project discusses the determination of expected return portfolio using Theil mixed estimation of Black-Litterman’s model and the comparison of the weighted values asset between Black-Litterman’s model and meanvarians model. Stage in the determination of the expected return portfolio is to calculate the expected return values, to determine the view investor, then to combine t…