Portfolio Optimization and Corporate Networks: Extending the Black Litterman Model
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-03473-7_8
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3. Becker, F., Gurtler, M.: Quantitative forecast model for the application of the Black-Litterman approach. In: 2009 Finance International Meeting AFFI - EUROFIDAI (December 2010)
4. Black, F., Litterman, R.: Asset allocation: Combining investor views with market equilibrium. Fixed Income Research. Goldman Sachs & Co. (September 1990)
5. Black, F., Litterman, R.: Global portfolio optimization. Financial Analysts Journal 48(5), 28–43 (1992)
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