This site provides a source of information on the Black-Litterman Model for estimating returns and covariances for input to optimization models. Over time we expect to enrich the information available on this site, and to continue to add links to other interesting external resources.
How to Implement Black-Litterman provides a cookbook on the Black-Litterman method. If you just want to get to the details and write some code, this is the quickest way. There is now also an excel spreadsheet with the He and Litterman example worked. When you want to dig deeper into the model, papers has all the details you will need.
For more details on the Black-Litterman Model, you might find the discussion of Tau useful as it provides some background on the confusing parameter Tau and describes how it can be used, or not depending on how you use the model. Author's methods provides a comparison between the actual implementations of Black-Litterman used by the various authors.
The Global Equilibrium examples pull together some simple examples from the Global Equilibrium chapter of Litterman's book. The long term goal is to duplicate the model used by Black and Litterman in their initial paper. I have some ways to go before I can work a 7 country-two asset example.
I've added the readling list as a list of papers which I am reading, or have recently found which are relevant to the Black-Litterman model, or to the topic of asset allocation.
Information on general topics in financial informatics can be found at financialinformatics.org