The introductory Chapters 1-5 can be complemented by a good book on Bayesian models and computation - check out Liu's "Monte Carlo strategies.." on the latter, and a lot more - while the portfolio selection problem, including Black-Litterman, is examined at greater length in Meucci's excellent "Risk and asset allocation"; here, Rachev provides a solid, concise introduction. I would have liked a broader model repertoire - outside of the chapters on volatility modeling, you only see the linear regression - but the book is pretty remarkable as it is.
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