1. Defense of Portfolio Optimization: What If We Can Forecast?;David Allen;Financial Analysts Journal,2019
2. Subjective Return Expectations, Perceptions, and Portfolio Choice;Hector Calvo-Pardo;Journal of Risk and Financial Management,2022
3. The Augmented Black-Litterman Model: A Ranking-Free Approach to Factor-Based Portfolio Construction and Beyond;Wing Cheung;Quantitative Finance,2013