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Beyond Black-Litterman : letting the data speak
Zhou, Guofu, (2009)
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella, (2009)
Black-Litterman portfolio optimisation : an application the German and Swiss stock market
Kaiser, Lars, (2011)
The insights of modern portfolio theory
Litterman, Bob, (2003)
Risk measurement
The capital asset pricing model