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Black Litterman

•Frank Fabozzi, Sergio M Focardi, Petter Kolm, "Incorporating Trading Strategies in the Black-Litterman Framework", Journal of Trading, Spring 2006.

•Fischer Black, Robert Litterman, Global Portfolio Optimization, Financial Analysts Journal, Sep/Oct 1992, 48(5).

•Andrew Bevan, Kurt Winkelmann, Using the Black-Litterman Global Asset Allocation Model: Three Years of Practical Experience, Goldman Sachs Fixed Income Research, June 1998.

•Robert Litterman, Kurt Winkelmann, Estimating Covariance Matrices, Goldman Sachs Risk Management Series, January 1998.

•Black, F., and R. Litterman, “Asset Allocation: Combining Investor Views with Market Equilibrium,” Journal of Fixed Income, September 1991.

•Gianliang He, Robert Litterman, The Intuition Behind Black-Litterman Model Portfolios, Goldman Sachs, 1999.

•Wolfgang Drobetz, How to Avoid the Pitfalls in Portfolio Optimization? Putting the Black-Litterman Approach to Work, Swiss Society of Financial Market Research, pp59-75.

•Thomas M Iszorek, 2004. A Step-by-Step Guide to the Black-Litterman Model - Incorporating user specified confidence levels

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