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Black–Litterman model
Known as:
Black litterman
, Black-Litterman
, Black-Litterman model
In finance, the Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert…
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Related topics
Related topics
3 relations
Constrained optimization
Mathematical model
Modern portfolio theory
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2017
2017
Modelo de selección de portafolio óptimo de acciones usando el modelo de Black-Litterman
Sandra Milena Sanchez Rios
,
John Malver Díaz Zapata
,
C. Padilla
,
Laura Giraldo Cárdenas
2017
Corpus ID: 166056009
La diversificacion de los portafolios de inversion y su optimizacion es un tema central en el ambiente financiero, por este…
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2016
2016
Black litterman for non normal markets: focus on view's confidence level and performance
M. Menchi
2016
Corpus ID: 55477068
Portfolio theory. Black litterman model. Brief comparison: black litterman vs Markowitz. Living in a skewed and leptokurtic world…
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2016
2016
Optimización de portafolios en el mercado de capitales colombiano: modelo propuesto por Black-Litterman
Yenny Paola Ávila Camacho
,
Ramón Rangel Ospina
2016
Corpus ID: 164299250
En el mercado de capitales colombiano la optimizacion de portafolios de activos financieros debe ser considerada una prioridad…
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2016
2016
Da Markowitz a Black-Litterman: due modelli a confronto
V. Papa
2016
Corpus ID: 114558018
2012
2012
The Strategy Research of Foreign Exchange Reserve and Assets Investment on the Black-litterman Model:Based on Behavioral Finance View
Meng Yong
2012
Corpus ID: 156988185
Security and increment of foreign exchange reserve is an important problem.This article analyses the asset structure of China's…
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2012
2012
Contingent Hedging : Applying Financial Portfolio Theory on Product Portfolios
Victoria Karlsson
,
Rikard Svensson
,
Viktor Eklöf
2012
Corpus ID: 153702304
In an ever-changing global environment, the ability to adapt to the current economic climate is essential for a company to…
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2012
2012
The Effectiveness of Momentum Strategy in Black-Litterman Model：Empirical Evidence of Taiwan 50 ETF
Chuan-Chun Hsu
2012
Corpus ID: 167968687
2011
2011
Model Black Litterman dengan Estimasi Theil Mixed
Subekti Retno
2011
Corpus ID: 142974630
Formula return model black litterman dapat ditelusuri melalui berbagai pendekatan, Selain dengan pendekatan bayes dan teori…
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2010
2010
Utilização do modelo de Black-Litterman para gestão de hedge funds do Brasil
R. Porto
2010
Corpus ID: 170011357
2008
2008
Análisis Costo Beneficio de la Implementación del Modelo de Black-Litterman para Asignación de Activos en Portafolios de Inversión
G. Pinto
,
Rocío Magdalena
2008
Corpus ID: 193966555