The Black–Litterman Model for Active Portfolio Management

By A. S. da Silva, Wai Lee, Bobby Pornrojnangkool. Journal of Portfolio Management, 2009

55 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/3c7caaa2cc69bcb113386d1177e38a390e6a98c6

Citations in the corpus

• Portfolio selection with higher moments (2010, unknown): “…and Ziemann (2007), Chabi-Yo (2008a, b), Cvitanić et al. (2008), DeMiguel et al. (2009, 2010), Post et al. (2008), Bacmann and Benedetti (2009), Da Silva et al. (2009), Hall et al. (2009), Knight and Satchell (2009), Mencia and Sentana (2009), Morton and Popova (2009), Wilcox and Fabozzi (2009),…”