References
Black, Fisher, and Robert Litterman. 1992. Global portfolio optimization. Financial Analysts Journal 48 (September/October).
He, Guangliang, and Robert Litterman. 1999. The intuition behind Black-Litterman model portfolios. New York: Goldman Sachs Investment Management Research.
Idzorek, Thomas. 2003. A step-by-step guide to the Black-Litterman model. Unpublished Working Paper.
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