SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Intuition Behind Black-Litterman Model Portfolios · Study

PreprintShelves

PreprintThe Intuition Behind Black-Litterman Model Portfolios

Guangliang He2002

OA

Preprintgreen2002

The Intuition Behind Black-Litterman Model Portfolios

Guangliang He · Robert B. Litterman

272 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Financial Markets and Investment Strategies Stochastic processes and financial applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 272 citations exist upstream.

References

1992Global Portfolio Optimization 1991Asset Allocation

Cited by

2003Modern Investment Management: An Equilibrium Approach 2007A step-by-step guide to the Black-Litterman model 2010Bayesian Portfolio Analysis 2018Intelligent Asset Allocation via Market Sentiment Views 2005A Shrinkage Approach to Model Uncertainty and Asset Allocation 2012Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches 2012Inverse Optimization: A New Perspective on the Black-Litterman Model 2010Operations Research and Management Science Handbook

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2000Comparing asset pricing models: an investment perspectivearticle · 2 shared references 2005Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approachpreprint · 2 shared references 2007A step-by-step guide to the Black-Litterman modelchapter · 2 shared references 1999Comparing Asset Pricing Models: An Investment Perspectivereport · 2 shared references 2005A Shrinkage Approach to Model Uncertainty and Asset Allocationarticle · 2 shared references 2009Fund of hedge funds portfolio selection: A multiple-objective approacharticle · 2 shared references

Details

Year2002

Typepreprint

Published2002-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations272

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.2139/ssrn.334304

openalex_workW1594341789

Links

Imported from OpenAlex (CC0) — nothing here is generated.