World's Best Scientists 2026 revealed!
Robert B. Litterman

Robert B. Litterman

D-Index & Metrics

Economics and Finance

D-Index
30
Citations
15869
World Ranking
3637
National Ranking
1918

Best Publications

  • Common Factors Affecting Bond Returns

    Robert B Litterman;Josè Scheinkman

  • Forecasting and conditional projection using realistic prior distributions

    Thomas Doan;Robert B Litterman;Christopher A Sims

  • Forecasting With Bayesian Vector Autoregressions-Five Years of Experience

    Robert B. Litterman

  • Global Portfolio Optimization

    Unknown

  • Asset Allocation: Combining Investor Views with Market Equilibrium

    Fischer Black;Robert B Litterman

  • Techniques of forecasting using vector autoregressions

    Robert Bruce Litterman

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

    Robert B. Litterman

  • Corporate bond valuation and the term structure of credit spreads

    Robert B Litterman;Thomas Iben

  • Explorations Into Factors Explaining Money Market Returns

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

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

    Robert B. Litterman;Laurence Weiss

  • The Intuition Behind Black-Litterman Model Portfolios

    Guangliang He;Robert Litterman

  • The Forecasting accuracy of major time series methods

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

  • Forecasting and Conditional Projection Using Realistic Prior Distributions

    Thomas Doan;Robert Litterman;Christopher Sims

  • Volatility and the Yield Curve

    Robert B Litterman;Josè Scheinkman;Laurence Weiss

  • Hot Spots™ and Hedges

    Robert Litterman

  • Natural climate solutions are not enough

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

  • Forecasting and conditional projection using realistic prior distributions

    Unknown

  • Declining CO2 Price Paths

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

  • Forecasting and Policy Analysis With Bayesian Vector Autoregression Models

    Robert B. Litterman

  • A Statistical Approach to Economic Forecasting

    Robert B. Litterman

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