Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Fixed Income
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Fixed Income

The Journal of Fixed Income

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JFI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter
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 (Subscribers Only)
Loading
PDF extract preview

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

Don’t have access? Click here to request a demo

Alternatively, Call a member of the team to discuss membership options

US and Overseas: +1 646-931-9045

UK: 0207 139 1600

Log in using your username and password

Forgot your user name or password?
PreviousNext
Back to top

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
Sign In to Email Alerts with your Email Address
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.

Enter multiple addresses on separate lines or separate them with commas.
Asset Allocation
(Your Name) has sent you a message from The Journal of Fixed Income
(Your Name) thought you would like to see the The Journal of Fixed Income web site.
CAPTCHA
This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.
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
Share
Asset Allocation
Fischer Black, Robert B Litterman
The Journal of Fixed Income Sep 1991, 1 (2) 7-18; DOI: 10.3905/jfi.1991.408013
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Tweet Widget Facebook Like LinkedIn logo

Jump to section

  • Article
  • Info & Metrics
  • PDF

Similar Articles

Cited By...

  • Weak Supervision and Black-Litterman for Automated ESG Portfolio Construction
  • Building Machine Learning Systems for Automated ESG Scoring
  • Fuzzy Factors and Asset Allocation
  • Factor Investing with Black-Litterman-Bayes: Incorporating Factor Views and Priors in Portfolio Construction
  • Portfolio Construction Using First Principles Preference Theory and Machine Learning
  • Managing the Downside of Active and Passive Strategies--Part 1: Convexity and Fragilities
  • A Correlation-Based Portfolio Performance Measure
  • 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

More in this TOC Section

  • Cyclical Considerations in Valuing Emerging Markets Debt
  • A Model for Convexity-Based Cross-Hedges with Treasury Futures
  • The Effect of Credit Ratings on Credit Default Swap Spreads and Credit Spreads
Show more Primary Article
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log in
  • Update your Profile
  • Give us your feedback

© 2022 Pageant Media Ltd | All Rights Reserved | ISSN: 1059-8596 | E-ISSN: 2168-8648

  • Site Map
  • Terms & Conditions
  • Privacy Policy
  • Cookies