Black–Litterman model
Sign in to saveAlso known as Black-Litterman Model
Financial model for portfolio allocation
In the Vinony graph
Vinony's link graph records 10 inbound references to Black–Litterman model, and connects out to Wikidata, finance and digital object identifier.
Vinony files it under Financial models, Investment and Portfolio theories.
Vinony links it to 6 Wikipedia language editions.
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Wikidata
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finance
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digital object identifier
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International Standard Serial Number
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mathematical model
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Goldman Sachs
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Harry Markowitz
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short
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modern portfolio theory
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Social Science Research Network
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Fischer Black
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portfolio optimization
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constrained optimization
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expected return
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