Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management

Petter N. Kolm; Gordon Ritter; Joseph Simonian

doi:10.3905/jpm.2021.1.222

Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management

Petter N. Kolm, Gordon Ritter and Joseph Simonian

The Journal of Portfolio Management Investment Models 2021, 47 (5) 91-113; DOI: https://doi.org/10.3905/jpm.2021.1.222

Petter N. Kolm

is a clinical professor and director of the Mathematics in Finance Master’s Program at the Courant Institute of Mathematical Sciences at New York University in New York, NY

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Gordon Ritter

is an adjunct professor at the Courant Institute of Mathematical Sciences in the NYU Tandon School of Engineering at Baruch College, Columbia University and general partner/CIO at Ritter Alpha, LP, in New York, NY

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Joseph Simonian

is the founder and CIO of Autonomous Investment Technologies LLC in Newton, MA

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Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management

Petter N. Kolm, Gordon Ritter, Joseph Simonian

The Journal of Portfolio Management Mar 2021, 47 (5) 91-113; DOI: 10.3905/jpm.2021.1.222

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Black–Litterman and Beyond: The Bayesian Paradigm in Investment Management

Petter N. Kolm, Gordon Ritter, Joseph Simonian

The Journal of Portfolio Management Mar 2021, 47 (5) 91-113; DOI: 10.3905/jpm.2021.1.222

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