About: Black–Litterman model

Property	Value
dbo:description	Financial model for portfolio allocation (en) ファイナンスにおけるポートフォリオ選択についての数理モデル (ja)
dbo:wikiPageExternalLink	http://www.financialwebring.org/gummy-stuff/black-litterman.htm http://www.iijournals.com/doi/abs/10.3905/jfi.1991.408013 https://www.cis.upenn.edu/~mkearns/finread/idzorek.pdf http://www.cis.upenn.edu/~mkearns/finread/intuition.pdf http://www.cfapubs.org/doi/pdf/10.2469/faj.v48.n5.28 http://www.quantandfinancial.com/2013/08/black-litterman.html https://web.archive.org/web/20050212172635/http:/www.ssc.upenn.edu/~canlin/bl.html https://ssrn.com/abstract=1117574 https://ssrn.com/abstract=1314585 https://ssrn.com/abstract=334304
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dct:subject	dbc:Investment dbc:Financial_models dbc:Portfolio_theories
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rdfs:label	Black–Litterman model (en) Black-Litterman-Verfahren (de) Modèle de Black-Litterman (fr) ブラック–リッターマン・モデル (ja) 블랙-리터만 모형 (ko) Модель Блэка — Литтермана (ru)
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