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The Intuition Behind Black-Litterman Model Portfolios
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References

  • 1992Global Portfolio Optimization1,846 cited
  • 1991Asset Allocation496 cited

Cited by

  • 2003Modern Investment Management: An Equilibrium Approach212 cited
  • 2007A step-by-step guide to the Black-Litterman model193 cited
  • 2010Bayesian Portfolio Analysis178 cited
  • 2018Intelligent Asset Allocation via Market Sentiment Views130 cited
  • 2005A Shrinkage Approach to Model Uncertainty and Asset Allocation121 cited
  • 2012Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches116 cited
  • 2012Inverse Optimization: A New Perspective on the Black-Litterman Model115 cited
  • 2010Operations Research and Management Science Handbook106 cited
  • 2011The Black-Litterman Model in Detail81 cited
  • 2008The Black-Litterman Approach: Original Model and Extensions78 cited
  • 2022Application of Robust Statistics to Asset Allocation Models75 cited
  • 2018Risks and Returns of Cryptocurrency69 cited
  • 2005Beyond Black-Litterman: Views on Non-Normal Markets64 cited
  • 2007

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Stable distributions in the Black–Litterman approach to asset allocation
60 cited
  • 2011Financial Enterprise Risk Management57 cited
  • 2007An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management57 cited