[1]
|
G. L. He and R. Litterman, “The Intuition Behind the Black-Litterman Model Portfolios,” Goldman Sachs Working Paper, 1999.
|
[2]
|
F. Black and R. Litterman, “Global Portfolio Optimization,” Financial Analysts Journal, Vol. 48, No. 5, 1992, pp. 28-43. doi:10.2469/faj.v48.n5.28
|
[3]
|
L. B. Chincarini and D. Kim, “Quantitative Equity Portfolio Management,” McGraw-Hill, New York, 2006.
|
[4]
|
R. C. Jones, T. Lim and P. J. Zangari. “The Black-Litterman Model for Structured Equity Portfolios,” Journal of Portfolio Management, Vol. 33, No. 2, 2007, pp. 24-43.
doi:10.3905/jpm.2007.674791
|
[5]
|
F. J. Fabozzi, S. M. Focardi and P. Kolm, “Incorporating Trading Strategies into the Black-Litterman Framework,” Journal of Trading, Vol. 1, No. 2, 2006, pp. 28-37.
|
[6]
|
S. Satchell and A. Scowcroft, “A Demystification of the Black-Litterman Model: Managing Quantitative and Traditional Portfolio Construction,” Journal of Asset Management, Vol. 1, 2000, pp. 138-150.
doi:10.1057/palgrave.jam.2240011
|
[7]
|
A. Zellner, “An Introduction to Bayesian Inference in Econometrics,” John-Wiley and Sons, Hoblken, 1971.
|
[8]
|
G. Koop, “Bayesian Econometrics,” John-Wiley and Sons, Hoblken, 2003.
|
[9]
|
A. Meucci, “Fully Flexible Views: Theory and Practice,” Risk Magazine, Vol. 21, No. 10, 2008, pp. 97-102.
|