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Global Portfolio Optimization

19921,797 citationsJournal Article

Authors

Robert B. Litterman

Abstract

(1992). Global Portfolio Optimization. Financial Analysts Journal: Vol. 48, No. 5, pp. 28-43.

Topics & Keywords

Reservoir Engineering and Simulation Methods Stochastic processes and financial applications Capital Investment and Risk Analysis

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Financial Analysts Journal

Volume 48, Issue 5, pp. 28-43

DOI: 10.2469/faj.v48.n5.28

Field-Weighted Citation Impact: 5.72

Global Portfolio Optimization | Researchclopedia