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1995), Modern Portfolio Theory and Investment Analysis, Wiley. Harrington, D. R. (1987), Modern Portfolio Theory, The Capital Asset Pricing Model and Arbitrage Pricing Theory: A User’s Guide, second edn, Prentice Hall. He, G. & Litterman, R. ’, Investment Management Research. Goldman, Sachs and Company . Hull, J. (2002), Options, Futures, and Other Derivatives, fifth edn, Prentice Hall. Idzorek, T. (2002), ‘A step-by-step guide to the Black-Litterman model’. Morgan and Reuters, New York. , ed.

1. 2: Black-Litterman portfolio with views 32 Bibliography Black, F. & Litterman, R. (1992), ‘Global portfolio optimization’, Financial Analysts Journal 48(5), 28–43. Elton, E. J. & Gruber, M. J. (1995), Modern Portfolio Theory and Investment Analysis, Wiley. Harrington, D. R. (1987), Modern Portfolio Theory, The Capital Asset Pricing Model and Arbitrage Pricing Theory: A User’s Guide, second edn, Prentice Hall. He, G. & Litterman, R. ’, Investment Management Research. Goldman, Sachs and Company .

Morgan and Reuters, New York. , ed. (2003), Modern Investment Management: an equilibrium approach, Wiley. Quantitative Resources Group Goldman Sachs Asset Management. Markowitz, H. (1952), ‘Portfolio selection’, Journal of Finance 7(1), 77–91. Roll, R. & Ross, S. A. (Fall 1983), ‘The merits of the arbitrage pricing theory for portfolio management’, Institute for Quantitative Research in Finance pp. 14–15. Ross, S. A. (1976), ‘The arbitrage theory of capital asset pricing’, Journal of Economic Theory 13, 341–360.

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