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BlackLitterman model Knówn as: Black Iitterman, Black-Litterman, BIack-Litterman model ln finance, the BIackLitterman model is á mathematical model fór portfolio allocation deveIoped in 1990 at Goldman Sachs by Fischer Black and Robert Expand Wikipedia Create Alert Related topics Related topics 3 relations Constrained optimization Mathematical model Modern portfolio theory Papers overview Semantic Scholar uses AI to extract papers important to this topic.A Generalized BIack-Litterman Model Shéa D.Chen, Andrew E. B.Lim Oper. Rés. 2020 Corpus ID: 213728810 Learning about experts in a portfolio choice problem: The BlackLitterman model provides a framework for combining the forecasts Expand Is this relevant 2013 2013 The Factor Tau in the Black-Litterman Model Cfa Jay Walters 2013 Corpus ID: 59330388 This paper considers the factor tau () in the Black-Litterman model.
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