Work

The Black-Litterman Model for Structured Equity Portfolios

Year: 2007

Type: article

Source: The Journal of Portfolio Management

DOI: 10.3905/jpm.2007.674791

Authors: Robert C Jones, Terence Lim, Peter J Zangari

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: closed

OpenAlex ID: W2174192165

FWCI: 3.349

Cites: 9

Cited by: 42

Related to: 10