Black-Litterman Model

Business, Legal & Accounting Glossary

  1. Home
  2. Glossary
  3. Define: Black-Litterman Model

Definition: Black-Litterman Model

Black-Litterman Model
Cite Term
Sources

Full Definition of Black-Litterman Model

An investment portfolio strategy, developed by two Goldman Sachs analysts, that combines the use of the Capital Asset Pricing Model (CAPM) with the mean-variance optimization theory.

Cite Term

To help you cite our definitions in your bibliography, here is the proper citation layout for the three major formatting styles, with all of the relevant information filled in.

Page URL
https://payrollheaven.com/define/black-litterman-model/
Modern Language Association (MLA):
Black-Litterman Model. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
April 23, 2024 https://payrollheaven.com/define/black-litterman-model/.
Chicago Manual of Style (CMS):
Black-Litterman Model. PayrollHeaven.com. Payroll & Accounting Heaven Ltd.
https://payrollheaven.com/define/black-litterman-model/ (accessed: April 23, 2024).
American Psychological Association (APA):
Black-Litterman Model. PayrollHeaven.com. Retrieved April 23, 2024
, from PayrollHeaven.com website: https://payrollheaven.com/define/black-litterman-model/

Definition Sources

Definitions for Black-Litterman Model are sourced/syndicated and enhanced from:

  • A Dictionary of Economics (Oxford Quick Reference)
  • Oxford Dictionary Of Accounting
  • Oxford Dictionary Of Business & Management

This glossary post was last updated: 14th November, 2021 | 0 Views.