Robert B. Litterman

Best Publications

• Common Factors Affecting Bond Returns

  Robert B Litterman;Josè Scheinkman

  2712
  Citations

• Forecasting and conditional projection using realistic prior distributions

  Thomas Doan;Robert B Litterman;Christopher A Sims

  2380
  Citations

• Forecasting With Bayesian Vector Autoregressions-Five Years of Experience

  Robert B. Litterman

  2064
  Citations

• Global Portfolio Optimization

  Unknown

  1838
  Citations

• Asset Allocation: Combining Investor Views with Market Equilibrium

  Fischer Black;Robert B Litterman

  637
  Citations

• Techniques of forecasting using vector autoregressions

  Robert Bruce Litterman

  458
  Citations

• A Random Walk, Markov Model for the Distribution of Time Series

  Robert B. Litterman

  432
  Citations

• Corporate bond valuation and the term structure of credit spreads

  Robert B Litterman;Thomas Iben

  416
  Citations

• Explorations Into Factors Explaining Money Market Returns

  Peter J Knez;Robert B. Litterman;Jose A. Scheinkman

  386
  Citations

• Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data

  Robert B. Litterman;Laurence Weiss

  376
  Citations

• The Intuition Behind Black-Litterman Model Portfolios

  Guangliang He;Robert Litterman

  306
  Citations

• The Forecasting accuracy of major time series methods

  Robert B. Litterman;S. Makridakis;A. Andersen;R. Carbone

  301
  Citations

• Forecasting and Conditional Projection Using Realistic Prior Distributions

  Thomas Doan;Robert Litterman;Christopher Sims

  236
  Citations

• Volatility and the Yield Curve

  Robert B Litterman;Josè Scheinkman;Laurence Weiss

  224
  Citations

• Hot Spots™ and Hedges

  Robert Litterman

  189
  Citations

• Natural climate solutions are not enough

  Christa M. Anderson;Ruth S. DeFries;Robert Litterman;Pamela A. Matson

  165
  Citations

• Forecasting and conditional projection using realistic prior distributions

  Unknown

  150
  Citations

• Declining CO2 Price Paths

  Kent D. Daniel;Robert B. Litterman;Gernot Wagner

  146
  Citations

• Forecasting and Policy Analysis With Bayesian Vector Autoregression Models

  Robert B. Litterman

  144
  Citations

• A Statistical Approach to Economic Forecasting

  Robert B. Litterman

  121
  Citations