Wolfgang Bessler, Dominik Wolff. A Theoretical and Empirical Analysis of the Black-Litterman Model. In Berthold Lausen, Dirk Van den Poel, Alfred Ultsch, editors, Algorithms from and for Nature and Life - Classification and Data Analysis. Studies in Classification, Data Analysis, and Knowledge Organization, pages 377-386, Springer, 2013. [doi]
@incollection{BesslerW13,
title = {A Theoretical and Empirical Analysis of the Black-Litterman Model},
author = {Wolfgang Bessler and Dominik Wolff},
year = {2013},
doi = {10.1007/978-3-319-00035-0_38},
url = {http://dx.doi.org/10.1007/978-3-319-00035-0_38},
researchr = {https://researchr.org/publication/BesslerW13},
cites = {0},
citedby = {0},
pages = {377-386},
booktitle = {Algorithms from and for Nature and Life - Classification and Data Analysis},
editor = {Berthold Lausen and Dirk Van den Poel and Alfred Ultsch},
series = {Studies in Classification, Data Analysis, and Knowledge Organization},
publisher = {Springer},
isbn = {978-3-319-00034-3},
}