Reference health

The Black-Litterman Model in Detail

https://doi.org/10.2139/ssrn.1314585
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17/17 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

16 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 17 checked references that resolve
resolves10.1007/s11408-007-0046-6
An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management
resolves10.3905/jfi.1991.408013
Asset Allocation
resolves10.2469/faj.v48.n5.28
Global Portfolio Optimization
resolves10.2139/ssrn.1009635
TEV Sensitivity to Views in Black-Litterman Model
resolves10.1002/0471729000
Optimal Statistical Decisions
resolves10.2307/2331043
An Empirical Bayes Approach to Efficient Portfolio Selection
resolves10.1080/14697680701442731
Stable distributions in the Black–Litterman approach to asset allocation
resolves10.2139/ssrn.334304
The Intuition Behind Black-Litterman Model Portfolios
resolves10.3905/jpm.2003.319920
Portfolio Construction with Qualitative Forecasts
resolves10.1057/palgrave.jam.2240165
Computing implied returns in a meaningful way
resolves10.3905/jpm.2007.690604
Extending Black-Litterman Analysis Beyond the Mean-Variance Framework
resolves10.1007/978-3-540-27904-4
Risk and Asset Allocation
resolves10.2139/ssrn.872577
Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets
resolves10.2139/ssrn.1117574
The Black-Litterman Approach: Original Model and Extensions
resolves10.2469/faj.v57.n2.2432
Conditional Distribution in Portfolio Theory
resolves10.1057/palgrave.jam.2240011
A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction
resolves10.1007/978-94-011-2410-2_9
Management Science in Europe
The 16 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref3
no DOI — not checkedGlobal Portfolio Optimization
no DOI — not checkedref6
no DOI — not checkedBayesian Optimal Portfolio Selection: The Black-Litterman Approach
no DOI — not checkedref10
no DOI — not checkedAsset Allocation Model
no DOI — not checkedref14
no DOI — not checkedref19
no DOI — not checkedref20
no DOI — not checkedConsistent Asset Return Estimates
no DOI — not checkedref22
no DOI — not checkedref23
no DOI — not checkedref24
no DOI — not checkedref28
no DOI — not checkedref31
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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