Global Portfolio Optimization

Black, Fischer; Litterman, Robert

doi:10.2469/faj.v48.n5.28

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Global Portfolio Optimization

Author(s): Fischer Black , Robert Litterman

Publication date Created: September 1992

Publication date (Print): September 1992

Journal: Financial Analysts Journal

Publisher: CFA Institute

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Title: Financial Analysts Journal

Abbreviated Title: Financial Analysts Journal

Publisher: CFA Institute

ISSN (Print): 0015-198X

Publication date Created: September 1992

Publication date (Print): September 1992

Volume: 48

Issue: 5

Pages: 28-43

Article

DOI: 10.2469/faj.v48.n5.28

SO-VID: 3d10eb62-90c6-4859-a746-b225c8a2ec24

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Global Portfolio Optimization

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