Gofman, Michael and Asaf Manela, 2012, An Empirical Evaluation of the Black-Litterman Approach to Portfolio Choice, Working Paper
Bibtex entry:
@TECHREPORT{GofmanManelaBL,
author = {Michael Gofman and Asaf Manela},
title = {An Empirical Evaluation of the Black-Litterman Approach to Portfolio Choice},
year = {2012},
type = {Working Paper}
}