BookModern Investment Management: An Equilibrium ApproachBob Litterman2003Modern Investment Management: An Equilibrium ApproachBob Litterman2003-07-16book212 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Analysis and Corporate GovernanceEconomic theories and modelsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 212 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1975Judgment under Uncertainty: Heuristics and Biases1986Generalized autoregressive conditional heteroskedasticity1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation1997On Persistence in Mutual Fund Performance1992The Cross-Section of Expected Stock Returns1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1973Risk, Return, and Equilibrium: Empirical TestsCited by2007A step-by-step guide to the Black-Litterman model2011Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification2010Bayesian Portfolio Analysis2009Constructing Risk Measures from Uncertainty Sets2021Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case2010Asset allocation and portfolio performance: Evidence from university endowment funds2008Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty2022Application of Robust Statistics to Asset Allocation Models