• 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 equilibriium, 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