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Robert Litterman
Robert Litterman
Kepos Capital
Overená e-mailová adresa na: keposcapital.com
Názov
Citované v
Citované v
Rok
Global portfolio optimization
F Black, R Litterman
Financial analysts journal 48 (5), 28-43, 1992
28621992
Common factors affecting bond returns
R Litterman
Journal of fixed income, 54-61, 1991
27581991
Forecasting and conditional projection using realistic prior distributions
T Doan, R Litterman, C Sims
Econometric reviews 3 (1), 1-100, 1984
23911984
Forecasting with Bayesian vector autoregressions—five years of experience
RB Litterman
Journal of Business & Economic Statistics 4 (1), 25-38, 1986
23391986
Asset allocation: combining investor views with market equilibrium
F Black, R Litterman
Goldman Sachs Fixed Income Research 115 (1), 7-18, 1990
9731990
Money, real interest rates, and output: A reinterpretation of postwar US data
RB Litterman, L Weiss
National Bureau of Economic Research, 1983
5591983
Bayesian procedure for forecasting with vector autoregressions
RB Litterman
Massachusetts Institute of Technology, 1980
5361980
Techniques of forecasting using vector autoregressions.
RB Litterman
5201981
The intuition behind Black-Litterman model portfolios
G He, R Litterman
Available at SSRN 334304, 2002
4922002
A random walk, Markov model for the distribution of time series
RB Litterman
Journal of Business & Economic Statistics 1 (2), 169-173, 1983
4731983
Corporate bond valuation and the term structure of credit spreads
R Litterman, T Iben
Journal of portfolio management 17 (3), 52, 1991
4191991
Explorations into factors explaining money market returns
PJ Knez, R Litterman, J Scheinkman
The Journal of Finance 49 (5), 1861-1882, 1994
3861994
Hot spots and hedges
R Litterman
Journal of Portfolio Management, 52, 1996
2351996
Volatility and the yield curve
RB Litterman, J Scheinkman, L Weiss
The Journal of Fixed Income 1 (1), 49-53, 1991
2301991
Global asset allocation with equities, bonds, and currencies
F Black, R Litterman
Fixed Income Research 2 (15-28), 1-44, 1991
2021991
Declining CO2 price paths
KD Daniel, RB Litterman, G Wagner
Proceedings of the National Academy of Sciences 116 (42), 20886-20891, 2019
1572019
User's Manual: Rats: Version 4.1
TA Doan, RB Litterman
Var Econometrics, 1981
1541981
Forecasting and policy analysis with Bayesian vector autoregression models
RB Litterman
Quarterly Review 8 (Fall), 1984
1521984
Estimating covariance matrices
R Litterman, K Winkelmann
Risk Management Series, Goldman Sachs & Company, 19-47, 1998
1411998
Specifying vector autoregressions for macroeconomic forecasting
RB Litterman
Staff Report, 1984
1341984
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Články 1–20