The Black-Litterman Model and Alternative Investments by Marc Odo, CFA, CAIA, CFP

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Mon, 2011-10-31

Since unveiling the Black-Litterman Global Portfolio Optimization model in AllocationADVISOR in 2004, many have wondered how the Black-Litterman (BL) model could accommodate alternative asset classes. This paper seeks to give practitioners some ideas on how alternatives might be addressed in a BL framework.


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