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Uncertainty in the Black-Litterman Model: A Practical Perspective

Adrian Fuhrer & Thorsten Hock

Credit and Capital Markets2024https://doi.org/10.3790/ccm.57.2025.1447405article
AJG 1ABDC C
Weight
0.30

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https://doi.org/https://doi.org/10.3790/ccm.57.2025.1447405

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@article{adrian2024,
  title        = {{Uncertainty in the Black-Litterman Model: A Practical Perspective}},
  author       = {Adrian Fuhrer & Thorsten Hock},
  journal      = {Credit and Capital Markets},
  year         = {2024},
  doi          = {https://doi.org/https://doi.org/10.3790/ccm.57.2025.1447405},
}

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Uncertainty in the Black-Litterman Model: A Practical Perspective

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Evidence weight

0.30

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.