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The Black-Litterman Model in Detail

201173 citationsJournal Articlegreen Open Access

Authors

Jay Walters · Metropolitan University College

Topics & Keywords

Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Diffusion and Search Dynamics

Publication Details

Published in: SSRN Electronic Journal

DOI: 10.2139/ssrn.1314585

The Black-Litterman Model in Detail | Researchclopedia