Guangliang He

Independent

SCHOLARLY PAPERS

2

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23,322

SSRN CITATIONS
Rank 21,650

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Top 21,650

in Total Papers Citations

9

CROSSREF CITATIONS

36

Scholarly Papers (2)

1.

The Intuition Behind Black-Litterman Model Portfolios

Number of pages: 27 Posted: 28 Oct 2002
Guangliang He and Robert Litterman
Independent and Kepos Capital
Downloads 23,322 (121)
Citation 59

Abstract:

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Baysian, Black-Litterman model, CAPM, mean-variance analysis, portfolio selection

Abstract:

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drawdown, optimal portfolio, dynamic programming, linear constraints