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The Black-Litterman Model: Wrong Views v.s. Opportunity Cost

https://doi.org/10.2139/ssrn.1722237
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/978-94-011-2546-8_18openalex-extracted
On Pure and Mixed Statistical Estimation in Economics
inferredcites →https://doi.org/10.1007/bf02703564openalex-extracted
Biochemical characterization of N-methyl N’-nitro-N-nitrosoguanidine-induced cadmium resistant mutants ofAspergillus niger
inferredcites →https://doi.org/10.1057/palgrave.jam.2240011openalex-extracted
A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction
inferredcites →https://doi.org/10.1080/01621459.1953.10501201openalex-extracted
A Note on Regression When There is Extraneous Information About One of the Coefficients
inferredcites →https://doi.org/10.1080/01621459.1980.10477507openalex-extracted
Estimation for Markowitz Efficient Portfolios
inferredcites →https://doi.org/10.1093/rfs/4.2.315openalex-extracted
On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results
inferredcites →https://doi.org/10.1111/0022-1082.00120openalex-extracted
The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-extracted
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04683.xopenalex-extracted
When Will Mean-Variance Efficient Portfolios be Well Diversified?
inferredcites →https://doi.org/10.1287/mnsc.9.2.277openalex-extracted
A Simplified Model for Portfolio Analysis
inferredcites →https://doi.org/10.1525/9780520313880-018openalex-extracted
INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
inferredcites →https://doi.org/10.2139/ssrn.1117574openalex-extracted
The Black-Litterman Approach: Original Model and Extensions
inferredcites →https://doi.org/10.2139/ssrn.1314585openalex-extracted
The Black-Litterman Model in Detail
inferredcites →https://doi.org/10.2139/ssrn.334304openalex-extracted
The Intuition Behind Black-Litterman Model Portfolios
inferredcites →https://doi.org/10.2307/2296205openalex-extracted
Liquidity Preference as Behavior Towards Risk
inferredcites →https://doi.org/10.2307/2328607openalex-extracted
Mean-Variance Analysis in Portfolio Choice and Capital Markets.
inferredcites →https://doi.org/10.2307/2525589openalex-extracted
On Pure and Mixed Statistical Estimation in Economics
inferredcites →https://doi.org/10.2469/faj.v45.n1.31openalex-extracted
The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?
inferredcites →https://doi.org/10.2469/faj.v48.n5.28openalex-extracted
Global Portfolio Optimization
inferredcites →https://doi.org/10.3386/w8922openalex-extracted
Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
inferredcites →https://doi.org/10.3905/jfi.1991.408013openalex-extracted
Asset Allocation
inferredcites →https://doi.org/10.3905/jpm.1993.409440openalex-extracted
The Effect of Errors in Means, Variances, and Covariances on Optimal Portfolio Choice
inferredcites →https://doi.org/10.3905/jpm.2009.36.1.036openalex-extracted
Beyond Black–Litterman: Letting the Data Speak

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inferred← citeshttps://doi.org/10.7737/kmsr.2013.30.3.001openalex-snapshot
Enhanced Indexation Strategy with ETF and Black-Litterman Model
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