2013Studies in classification, data analysis, and knowledge organizationRequires access

A Theoretical and Empirical Analysis of the Black-Litterman Model

Wolfgang Bessler, Dominik Wolff

Open publisher page 2 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 2 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Black–Litterman model, Econometrics, Economics, Financial economics, Portfolio, Portfolio optimization, Replicating portfolio

Related papers

Back to paper searchBrowse research topicsOriginal source
A Theoretical and Empirical Analysis of the Black-Litterman Model — Research Paper | ScholarLens