Global portfolio optimization F Black, R Litterman Financial analysts journal 48 (5), 28-43, 1992 | 2862 | 1992 |
Common factors affecting bond returns R Litterman Journal of fixed income, 54-61, 1991 | 2758 | 1991 |
Forecasting and conditional projection using realistic prior distributions T Doan, R Litterman, C Sims Econometric reviews 3 (1), 1-100, 1984 | 2391 | 1984 |
Forecasting with Bayesian vector autoregressions—five years of experience RB Litterman Journal of Business & Economic Statistics 4 (1), 25-38, 1986 | 2339 | 1986 |
Asset allocation: combining investor views with market equilibrium F Black, R Litterman Goldman Sachs Fixed Income Research 115 (1), 7-18, 1990 | 973 | 1990 |
Money, real interest rates, and output: A reinterpretation of postwar US data RB Litterman, L Weiss National Bureau of Economic Research, 1983 | 559 | 1983 |
Bayesian procedure for forecasting with vector autoregressions RB Litterman Massachusetts Institute of Technology, 1980 | 536 | 1980 |
Techniques of forecasting using vector autoregressions. RB Litterman | 520 | 1981 |
The intuition behind Black-Litterman model portfolios G He, R Litterman Available at SSRN 334304, 2002 | 492 | 2002 |
A random walk, Markov model for the distribution of time series RB Litterman Journal of Business & Economic Statistics 1 (2), 169-173, 1983 | 473 | 1983 |
Corporate bond valuation and the term structure of credit spreads R Litterman, T Iben Journal of portfolio management 17 (3), 52, 1991 | 419 | 1991 |
Explorations into factors explaining money market returns PJ Knez, R Litterman, J Scheinkman The Journal of Finance 49 (5), 1861-1882, 1994 | 386 | 1994 |
Hot spots and hedges R Litterman Journal of Portfolio Management, 52, 1996 | 235 | 1996 |
Volatility and the yield curve RB Litterman, J Scheinkman, L Weiss The Journal of Fixed Income 1 (1), 49-53, 1991 | 230 | 1991 |
Global asset allocation with equities, bonds, and currencies F Black, R Litterman Fixed Income Research 2 (15-28), 1-44, 1991 | 202 | 1991 |
Declining CO2 price paths KD Daniel, RB Litterman, G Wagner Proceedings of the National Academy of Sciences 116 (42), 20886-20891, 2019 | 157 | 2019 |
User's Manual: Rats: Version 4.1 TA Doan, RB Litterman Var Econometrics, 1981 | 154 | 1981 |
Forecasting and policy analysis with Bayesian vector autoregression models RB Litterman Quarterly Review 8 (Fall), 1984 | 152 | 1984 |
Estimating covariance matrices R Litterman, K Winkelmann Risk Management Series, Goldman Sachs & Company, 19-47, 1998 | 141 | 1998 |
Specifying vector autoregressions for macroeconomic forecasting RB Litterman Staff Report, 1984 | 134 | 1984 |