Risk Factor, Risk Premium and Black-Litterman Model
This study introduces an extension of the Black-Litterman model that allows views to be applied to risk factors rather than individual assets.

Jiali is an Alternative Quant Researcher at Amundi Investment Institute. He is involved in developing investment applications for advanced optimisation and machine learning techniques. He joined Amundi in 2018 as a Quantitative Research Analyst within the Multi Asset Quantitative Research team.