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Jan
31
awarded  Supporter
Feb
27
comment Market weights for Black-Litterman
Sounds good. That is sort of what I'm doing now in my implementation, so I guess I was a bit on track. Btw, I think you should post your answer as an answer rather than a comment (so that you can be upvoted and accepted etc)
Feb
26
comment Market weights for Black-Litterman
Well, its not easy to find good examples, but here are some: jpmorgan.com/tss/General/… r-bloggers.com/black-litterman-model stat.berkeley.edu/~nolan/vigre/reports/Black-Litterman.pdf
Feb
26
awarded  Student
Feb
26
asked Market weights for Black-Litterman