The Black-Litterman Model by Thomas Becker, Ph.D.

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Tue, 2009-04-21

An Introduction for the Practitioner. This article explains the benefits of using the Black-Litterman model (BLM) in conjunction with the time-honored mean variance optimization (MVO). BLM provides a front end to the MVO method that addresses the two main issues practitioners have with it.

 
 

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