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Global Portfolio Optimization by Fischer Black and Robert Litterman
(1992)
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2026-11-05
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Work by Fischer Black
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Work by Robert Litterman
rpc.cfainstitute.org/research/financial-analysts-journal/1992/faj-v48-n5-28
Publisher record and
abstract
. Financial Analysts Journal48(
5)
,1992,pp.28–43: equilibrium
expected returns
as
a
neutral
reference
and incorporation of investor views with differing confidence.
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