Asset Allocation: Combining Investor Views with Market Equilibrium

Fischer Black; Robert B Litterman

doi:10.3905/jfi.1991.408013

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Asset Allocation

Combining Investor Views with Market Equilibrium

Fischer Black and Robert B Litterman

The Journal of Fixed Income Fall 1991, 1 (2) 7-18; DOI: https://doi.org/10.3905/jfi.1991.408013

Fischer Black

A Partner in Goldman, Sachs & Co.

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Robert B Litterman

A Vice President in the Fixed-Income Research Department at Goldman, Sachs & Co.

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The Journal of Fixed Income

Vol. 1, Issue 2

Fall 1991

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Asset Allocation

Fischer Black, Robert B Litterman

The Journal of Fixed Income Sep 1991, 1 (2) 7-18; DOI: 10.3905/jfi.1991.408013

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Asset Allocation

Fischer Black, Robert B Litterman

The Journal of Fixed Income Sep 1991, 1 (2) 7-18; DOI: 10.3905/jfi.1991.408013

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