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- Black–Litterman_model abstract "In finance, the Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman, and published in 1992. It seeks to overcome problems that institutional investors have encountered in applying modern portfolio theory in practice. The model starts with the equilibrium assumption that the asset allocation of a representative agent should be proportional to the market values of the available assets, and then modifies that to take into account the 'views' (i.e., the specific opinions about asset returns) of the investor in question to arrive at a bespoke asset allocation.".
- Black–Litterman_model wikiPageID "22833742".
- Black–Litterman_model wikiPageRevisionID "602038606".
- Black–Litterman_model subject Category:Investment.
- Black–Litterman_model subject Category:Mathematical_finance.
- Black–Litterman_model comment "In finance, the Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman, and published in 1992. It seeks to overcome problems that institutional investors have encountered in applying modern portfolio theory in practice.".
- Black–Litterman_model label "Black-Litterman-Verfahren".
- Black–Litterman_model label "Black–Litterman model".
- Black–Litterman_model label "Modèle de Black-Litterman".
- Black–Litterman_model sameAs Black%E2%80%93Litterman_model.
- Black–Litterman_model sameAs Black-Litterman-Verfahren.
- Black–Litterman_model sameAs Modèle_de_Black-Litterman.
- Black–Litterman_model sameAs Q879967.
- Black–Litterman_model sameAs Q879967.
- Black–Litterman_model wasDerivedFrom Black–Litterman_model?oldid=602038606.