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Global Portfolio Optimization by Fischer Black and Robert Litterman (1992)

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Tags: Work by Fischer Black, 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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