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In finance, the Black–Litterman model is a mathematical model for portfolio allocation developed in 1990 at Goldman Sachs by Fischer Black and Robert Litterman. It seeks to overcome problems that institutional investors have encountered in applying modern portfolio theory in practice.
Robert Bruce Litterman (born 1951) is chairman of the Risk Committee and a founding partner of Kepos Capital in New York. Prior to Kepos Capital, Litterman spent 23 years at Goldman Sachs , where he was head of the Quantitative Resources Group in Goldman Sachs Asset Management for 11 years, starting in 1998.
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The Indonesian Wikipedia (Indonesian: Wikipedia bahasa Indonesia, WBI for short) is the Indonesian language edition of Wikipedia. It is the fifth-fastest-growing Asian-language Wikipedia after the Japanese, Chinese, Korean, and Turkish language Wikipedias. It ranks 25th in terms of depth among Wikipedias.
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Robert Litterman Monika Piazzesi Mariacristina De Nardi Ellen McGrattan Lars Peter Hansen Albert Marcet Noah Williams Laura Veldkamp Richard Clarida Danny Quah Sagiri Kitao Martin Eichenbaum Lawrence J. Christiano Greg Kaplan: Influences: John F. Muth Robert E. Lucas, Jr. Christopher A. Sims Neil Wallace: Awards: Nemmers Prize in Economics (1996)
Indonesian Word Indonesian Meaning Sanskrit Word Sanskrit Transcription Sanskrit Meaning Note abrak: clear mining product, such as glass, mica: अभ्रक
Black Litter or Black Brood (Spanish: Camada negra) is a 1977 Spanish drama film directed by Manuel Gutiérrez Aragón. In June 1977, it was entered into the 27th Berlin International Film Festival, [1] where Aragón won the Silver Bear for Best Director. [2] The film makes a portrait of extreme right groups in post-Francoist Spain. [3]