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Black–Litterman model · Vinony

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Black–Litterman model

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EntityQ879967· pop 6· linked from 10 articles

Black–Litterman model

Also known as Black-Litterman Model

Financial model for portfolio allocation

Available in 6 languages

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Deutsch
日本語
Русский
한국어

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Financial models Investment Portfolio theories

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wikipedia.externallinksexternallink

digital object identifier

Entity

International Standard Serial Number

mathematical model

Harry Markowitz

modern portfolio theory

Social Science Research Network

portfolio optimization

constrained optimization

expected return

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What links here10 pages

financial risk management

portfolio optimization

modern portfolio theory

financial economics

quantitative analysis

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