Global Portfolio OptimizationFischer Black, Robert B. Litterman1992-09-01articleFinancial Analysts Journal1,846 citationsclosedNo readable copy stored yet — this record is metadata only.Risk and Portfolio OptimizationFinancial Markets and Investment StrategiesFinancial Risk and Volatility ModelingAbstract(1992). Global Portfolio Optimization. Financial Analysts Journal: Vol. 48, No. 5, pp. 28-43.Citations in this libraryStored only when both papers are in the corpus — 1,846 citations exist upstream.Cited by2003Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps2006Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach2003Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach201360 Years of portfolio optimization: Practical challenges and current trends2000Portfolio Selection and Asset Pricing Models2002Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps2010Portfolio selection with higher moments2009Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management