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2008-08-20
1.    Black,F and Litterman,R (1990)    "asset allocation: combining investors views with market equilibrium"
2.    Black,F and Litterman,R (1991)    "Global Asset Allocation with Equities,Bonds,and Currencies"
3.    Lee,W. (2000)                               "Advanced Theory and Methodology of Tactical Asset Allocation"
4     Satchell,S and Scowcroft,A (2000) "A demystification of the Black-Litterman Model: Managing Quantitative and Traditional Construction"

Thank you very much

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2012-12-4 14:56:51
尤其是第一篇,很经典。同求。希望人信任予以帮助!
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2015-4-17 21:00:48
第一篇:Black,F and Litterman,R (1990)    "asset allocation: combining investors views with market equilibrium"
https://bbs.pinggu.org/thread-2155239-1-1.html
第二篇:Black,F and Litterman,R (1991)    "Global Asset Allocation with Equities,Bonds,and Currencies"
http://www.docin.com/p-104132418.html
第三篇: Lee,W. (2000)   "Advanced Theory and Methodology of Tactical Asset Allocation"
https://bbs.pinggu.org/thread-575934-1-1.html
第四篇:Satchell,S and Scowcroft,A (2000) "A demystification of the Black-Litterman Model: Managing Quantitative and Traditional Construction"
http://wenku.baidu.com/link?url= ... zO1bwxz_-GZ-QGDIk4q
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