---
title: Black-Litterman Model for Risk Factor Views
url: https://www.ml-quant.com/papers/ssrn/4976695/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4976695
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976695
featured: 2024-10-09
citations: unknown
topic: Portfolio & Allocation
---


# Black-Litterman Model for Risk Factor Views

The paper presents an extended Black-Litterman model that allows fund managers to apply their subjective views to risk factors, simplifying the portfolio allocation process.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4976695
- Identifier: SSRN 4976695
- Released: 2024-10-01
- First featured: Quant Letter No. 69 (2024-10-09): https://www.ml-quant.com/issues/2024-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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