Asset Allocation: Combining Investor Views with Market Equilibrium

Fischer Black; Robert B Litterman

doi:10.3905/jfi.1991.408013

Primary Article

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.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Robert B Litterman

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

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF

This is a PDF-only article. The first page of the PDF of this article appears above.

Don’t have access? Register today to begin unrestricted access to our database of research.

Log in using your username and password

Username *

Password *

Forgot your user name or password?

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Fixed Income

Vol. 1, Issue 2

Fall 1991

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Fixed Income.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Asset Allocation

Message Subject (Your Name) has sent you a message from The Journal of Fixed Income

Message Body (Your Name) thought you would like to see the The Journal of Fixed Income web site.

Your Personal Message

Citation Tools

Asset Allocation

Fischer Black, Robert B Litterman

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

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

Asset Allocation

Fischer Black, Robert B Litterman

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

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF

Cited By...

Using the Black-Litterman Model: A View on Opinions
Enhancing Portfolio Performance in Global Equity Allocation with a Forward-Looking Indicator
Enhancing Risk Parity by Including Views
Asset Allocation Theory and Practice in Australian Investment Management

Google Scholar

Main menu

User menu

Search

The Journal of Fixed Income

Asset Allocation

Combining Investor Views with Market Equilibrium

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

More in this TOC Section

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Asset Allocation

Combining Investor Views with Market Equilibrium

Log in using your username and password

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Jump to section

Similar Articles

Cited By...

More in this TOC Section

Stay Connected