The Black-Litterman model is geared toward ____________ while the Treynor-Black model is geared toward ____________.
A)security analysis; security analysis
B)asset allocation; asset allocation
C)security analysis; asset allocation
D)asset allocation; security analysis
E)none of the above

Question

Quizplus · Accepted Answer

The Black-Litterman model is primarily used for asset allocation while the Treynor-Black model is primarily used for security analysis. Therefore, option D (asset allocation; security analysis) is the best answer.

The Black-Litterman Model Is Geared Toward ____________ While the Treynor-Black