We use daily price and technical indicators' data for the ten MSCI Asia Pacific sector indices
for the past 20 years and find that our hybrid multivariate Convolutional Neural Network …

The paper makes analytical overviews of the Markowitz portfolio and the Capital Asset
Pricing models and motivates the advances of the Black-Litterman (BL) one. This overview …

We propose a novel portfolio model integrating the Fama–French three-factor model into the
Black–Litterman framework, enabling efficient investment strategies. The model surpasses …

One of the main contributions of Black–Litterman asset allocation modeling is bringing out
the idea of updating portfolios relying on the investor views. The incorporation of such views …

We introduce a new dimension in constructing relative investor views for the Black-Litterman
model by incorporating fear/greed technical indicator predictions as a proxy for investor …

The boom of financial technology and artificial intelligence (AI) has influenced financial
industry. Application of AI-based techniques especially deep neural networks in the stock …

Abstract The BL (Black-Litterman) model combines the subjective views of investors with the
market's historical equilibrium return through the Bayesian theorem. This approach …

We introduce the BL model and the Perspective Matrix to optimize supplier selection and
order allocation, focusing on both temporal and spatial dynamics. Our development of a …

Contribution/Originality: This study introduces a new procedure that modifies the Black–
Litterman model for Shariah-compliant stock portfolio optimization. The empirical results …

Diversification with international assets and cryptocurrencies using Black-Litterman | Emerald
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