विधियों की तुलना करें

	ब्लैक-लिटरमैन पोर्टफोलियो मॉडल	साधारण न्यूनतम वर्ग (OLS) समाश्रयण
क्षेत्र	वित्त	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1992	2019
प्रवर्तक	Fischer Black & Robert Litterman	Wooldridge (textbook treatment); classical least squares
प्रकार	Bayesian portfolio allocation model	Linear regression
मौलिक स्रोत	Black, F. & Litterman, R. (1992). Global Portfolio Optimization. Financial Analysts Journal, 48(5), 28-43.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
उपनाम	Black-Litterman, BL model, Black-Litterman Portföy Modeli	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
संबंधित	5	5
सारांश	The Black-Litterman model, introduced by Fischer Black and Robert Litterman in 1992, is a Bayesian portfolio allocation framework that blends market-equilibrium returns with an investor's own views to produce more stable, intuitive portfolios. It was designed to cure the extreme concentration and input sensitivity of classical Markowitz mean-variance optimisation.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).