Black-Litterman Model with Multiple Experts’ Linguistic Views

Author:

Bartkowiak Marcin,Rutkowska Aleksandra

Publisher

Springer International Publishing

Reference24 articles.

1. Bevan A, Winkelmann K (1998) Using the Black-Litterman global asset allocation model: three years of practical experience, Goldman, Sachs & Company

2. Black F (1972) Capital market equilibrium with restricted borrowing. J Bus 45(3):444–455

3. Black F, Litterman R (1990) Asset allocation: combining investors views with market equilibrium. Fixed Income Research, Goldman, Sachs & Company

4. Black F, Litterman R (1991) Global asset allocation with equities, bonds and currencies, Goldman, Sachs & Company

5. Black F, Litterman R (1992) Global portfolio optimization. Financ Anal J, 28–43

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