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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 wikiPageExternalLink BlackLitterman-ece.xlsm.
- Black–Litterman_model wikiPageExternalLink BlackLitterman.pdf.
- Black–Litterman_model wikiPageExternalLink papers.cfm?abstract_id=1117574.
- Black–Litterman_model wikiPageExternalLink papers.cfm?abstract_id=1314585.
- Black–Litterman_model wikiPageExternalLink papers.cfm?abstract_id=334304.
- Black–Litterman_model wikiPageExternalLink www.blacklitterman.org.
- Black–Litterman_model wikiPageExternalLink blapplet.html.
- Black–Litterman_model wikiPageExternalLink bl.xls.
- Black–Litterman_model wikiPageExternalLink intuition.pdf.
- Black–Litterman_model wikiPageExternalLink black-litterman.htm.
- Black–Litterman_model wikiPageExternalLink jfi.1991.408013.
- Black–Litterman_model wikiPageExternalLink portfolio-optimization-ii-black.html.
- Black–Litterman_model wikiPageExternalLink bl.html.
- Black–Litterman_model wikiPageID "22833742".
- Black–Litterman_model wikiPageLength "4473".
- Black–Litterman_model wikiPageOutDegree "15".
- Black–Litterman_model wikiPageRevisionID "662119011".
- Black–Litterman_model wikiPageWikiLink Category:Investment.
- Black–Litterman_model wikiPageWikiLink Category:Mathematical_finance.
- Black–Litterman_model wikiPageWikiLink Constrained_optimization.
- Black–Litterman_model wikiPageWikiLink Expected_return.
- Black–Litterman_model wikiPageWikiLink Finance.
- Black–Litterman_model wikiPageWikiLink Fischer_Black.
- Black–Litterman_model wikiPageWikiLink Goldman_Sachs.
- Black–Litterman_model wikiPageWikiLink Harry_Markowitz.
- Black–Litterman_model wikiPageWikiLink Mathematical_model.
- Black–Litterman_model wikiPageWikiLink Modern_Portfolio_Theory.
- Black–Litterman_model wikiPageWikiLink Modern_portfolio_theory.
- Black–Litterman_model wikiPageWikiLink Portfolio_allocation.
- Black–Litterman_model wikiPageWikiLink Portfolio_optimization.
- Black–Litterman_model wikiPageWikiLink Robert_Litterman.
- Black–Litterman_model wikiPageWikiLink Short_(finance).
- Black–Litterman_model wikiPageWikiLinkText "Black–Litterman model".
- Black–Litterman_model hasPhotoCollection Black–Litterman_model.
- Black–Litterman_model wikiPageUsesTemplate Template:Empty_section.
- Black–Litterman_model wikiPageUsesTemplate Template:JSTOR.
- 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 model".
- Black–Litterman_model sameAs Black-Litterman-Verfahren.
- Black–Litterman_model sameAs Modèle_de_Black-Litterman.
- Black–Litterman_model sameAs m.0642ckv.
- Black–Litterman_model sameAs Q879967.
- Black–Litterman_model sameAs Q879967.
- Black–Litterman_model wasDerivedFrom Black–Litterman_model?oldid=662119011.
- Black–Litterman_model isPrimaryTopicOf Black–Litterman_model.