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Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Global Portfolio Optimization Black, Fischer; Litterman, Robert Financial Analysts Journal; Sep/Oct 1992; 48, 5; ABI/INFORM Global pg. 28

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Page 1: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Global Portfolio OptimizationBlack, Fischer; Litterman, RobertFinancial Analysts Journal; Sep/Oct 1992; 48, 5; ABI/INFORM Globalpg. 28

Page 2: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 3: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 4: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 5: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 6: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 7: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 8: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 9: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 10: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 11: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 12: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 13: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 14: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 15: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.

Page 16: Global Portfolio Optimization Black, Fischer; Litterman ... · Reproduced with permission of the copyright owner. Further reproduction prohibited without permission. Created Date:

Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.