- The Capital Asset Pricing Model: Some Empirical Tests, F Black, M Jensen, M Scholes, 1972
- Universal Hedging: Optimizing Currency Risk and Reward in International Equity Portfolios F Black, 1995
- Asset allocation:combining investor views with market equilibrium, F Black, R Litterman, 1990
- Modern Portfolio Theory, 1950 to Date, E Edwin, M Gruber, 1997
- Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portfolio Selection, O Ledoit, M Wolf, 2000
- Deconstructing Black-Litterman: How to Get the Portfolio You Already Knew You Wanted, R Michaud, R Michaud, 2012
- Robust Asset Allocation for Robo-Advisors, T Bourgeron, E Lezmi, T Roncali, 2018
- A Robust Estimator of the Efficient Frontier M Lopez de Prado, 2019
Fun Article:
- New approach to solving the cubic: Cardan's solution revealed by R W D Nickalls
- Value Risk Factor by Thierry Roncali et al.