Author Page for Jay Walters, CFA

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The Black-Litterman Model in Detail

Number of pages: 65 Posted: 28 Jan 2009 Last Revised: 23 Jun 2014

Jay Walters, CFA

Boston University - Metropolitan College - Department of Computer Science

Downloads 14,972 (93)

Citation 8

Abstract:

The Factor Tau in the Black-Litterman Model

Number of pages: 14 Posted: 02 Nov 2010 Last Revised: 10 Oct 2013

Jay Walters, CFA

Boston University - Metropolitan College - Department of Computer Science

Downloads 1,934 (3,286)

Citation 7

Abstract:

Reconstructing the Black-Litterman Model

Number of pages: 18 Posted: 25 Sep 2013 Last Revised: 29 Nov 2014

Jay Walters, CFA

Boston University - Metropolitan College - Department of Computer Science

Downloads 974 (5,584)

Abstract:

Towards a Discipline of Financial Informatics

Number of pages: 7 Posted: 02 Aug 2012 Last Revised: 25 Aug 2014

Jay Walters, CFA

Boston University - Metropolitan College - Department of Computer Science

Downloads 175 (106,991)

Abstract:

The Design of an Information Pipeline for Security Master Data

Number of pages: 11 Posted: 22 Aug 2014

Jay Walters, CFA

Boston University - Metropolitan College - Department of Computer Science

Downloads 28 (236,663)

Jay Walters, CFA

Boston University - Metropolitan College - Department of Computer Science

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Scholarly Papers (5)

The Black-Litterman Model in Detail

Abstract:

The Factor Tau in the Black-Litterman Model

Abstract:

Reconstructing the Black-Litterman Model

Abstract:

Towards a Discipline of Financial Informatics

Abstract:

The Design of an Information Pipeline for Security Master Data

Abstract: