Useful Asset Allocation Data Sources

Working on a project on asset allocation right now, and discovered two excellent references.  The first is a solid guide and introduction to implementing the Black-Litterman model: This reference provides useful implementations in both Excel and Matlab, as well as a discussion of the inputs.  The discussion of the controversial and elusive Tao term is particularly helpful. The second item is a data source, a comprehensive ETF reference,, which lets you search the ETF universe along several parameters.  ETFs can provide great simplification in an asset allocation model, and this reference allows you to sort by issuer, and by country exposure.

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