Work

The Intuition Behind Black-Litterman Model Portfolios

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.334304

Authors: Guangliang He, Robert Litterman

Institution: Goldman Sachs (United States)

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1594341789

Cites: 6

Cited by: 272

Related to: 10