So sánh phương pháp

	Mô hình Danh mục Đầu tư Black-Litterman	Hồi quy Bình phương Tối thiểu Thông thường (OLS)
Lĩnh vực	Tài chính	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1992	2019
Người khởi xướng	Fischer Black & Robert Litterman	Wooldridge (textbook treatment); classical least squares
Loại	Bayesian portfolio allocation model	Linear regression
Công trình gốc	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
Tên gọi khác	Black-Litterman, BL model, Black-Litterman Portföy Modeli	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Liên quan	5	5
Tóm tắt	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).