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ArticleThe Black-Litterman Model Explained

Wing Cheung2009

OA

Articlegreen2009

The Black-Litterman Model Explained

43 citations·0/0 files stored·Journal of Asset Management

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

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1992Global Portfolio Optimization 2005Risk and Asset Allocation 2002The Intuition Behind Black-Litterman Model Portfolios 2000A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction 2007A step-by-step guide to the Black-Litterman model 2005Beyond Black-Litterman: Views on Non-Normal Markets

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Year2009

Typearticle

Published2009-01-01

VenueJournal of Asset Management

ISSN-L1470-8272

Languageen

Citations43

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1057/jam.2009.28

openalex_workW3122013196

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