On the Black–Litterman Model: Learning to Do Better

Ren-Raw Chen; Shih-Kuo Yeh; Xiaohu Zhang

doi:10.3905/jfds.2022.1.096

On the Black–Litterman Model: Learning to Do Better

Ren-Raw Chen, Shih-Kuo Yeh and Xiaohu Zhang

The Journal of Financial Data Science Summer 2022, jfds.2022.1.096; DOI: https://doi.org/10.3905/jfds.2022.1.096

Ren-Raw Chen

is a professor at the Gabelli School of Business at Fordham University in New York, NY

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Shih-Kuo Yeh

is a professor of finance at National Chung Hsing University in Taichung, Taiwan

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Xiaohu Zhang

is a staff member at Bank of Nova Scotia in Ontario, Canada

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The Journal of Financial Data Science

Vol. 4, Issue 3

Summer 2022

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On the Black–Litterman Model: Learning to Do Better