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Black-Litterman Model/Ushahidi
Rekodi ya ushahidi wa mbinu

Black-Litterman Model

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.

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Black-Litterman Portfolio Allocation Model
Rekodi ya mbinu ya kiajenda · regression-model / finance
  • Black, F. & Litterman, R. (1992). Global Portfolio Optimization. Financial Analysts Journal, 48(5), 28-43. · DOI 10.2469/faj.v48.n5.28
  • He, G. & Litterman, R. (1999). The Intuition Behind Black-Litterman Model Portfolios. Goldman Sachs Investment Management Division. · URL
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