@inbook{3f20af4e538646969943e574bada07d6,
title = "A fuzzy programming approach to financial portfolio model",
abstract = "The Black and Litterman model (1992) for estimating asset returns is widely used in industry and has been widely studied in the academic and professional literature. Black and Litterman offer a way to incorporate investor's views into asset-pricing. This chapter provides a description of the Black and Litterman model. The model is analyzed using fuzzy goal programming approach using appropriate membership functions. We consider a real world financial example to implement our approach.",
author = "Lawrence, {Kenneth D.} and Pai, {Dinesh R.} and Klimberg, {Ronald K.} and Lawrence, {Sheila M.}",
year = "2009",
month = dec,
day = "1",
doi = "10.1108/S0276-8976(2009)0000013005",
language = "English (US)",
isbn = "9781848558786",
series = "Applications of Management Science",
number = "FINANCIAL MODELIN",
pages = "53--59",
editor = "Kenneth Lawrence and Gary Kleinman",
booktitle = "Applications of Management Science",
edition = "FINANCIAL MODELIN",
}