References

Black, Fisher, and Robert Litterman. 1992. Global portfolio optimization. Financial Analysts Journal 48 (September/October).

He, Guangliang, and Robert Litterman. 1999. The intuition behind Black-Litterman model portfolios. New York: Goldman Sachs Investment Management Research.

Idzorek, Thomas. 2003. A step-by-step guide to the Black-Litterman model. Unpublished Working Paper.