A hybrid approach for generating investor views in Black–Litterman model

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

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Global Portfolio Optimization

Fischer Black, Robert B. Litterman · Financial Analysts Journal · 1992 · 1.8K citations

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Wei Huang, Yoshiteru Nakamori, Shouyang Wang · Computers & Operations Research · 2004 · 1.1K citations

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Using artificial neural network models in stock market index prediction

Erkam Güreşen, Gülgün Kayakutlu, Tuğrul Daim · Expert Systems with Applications · 2011 · 781 citations

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