I think the best guide to understand the model is:

https://corporate.morningstar.com/ib/documents/MethodologyDocuments/IBBAssociates/BlackLitterman.pdf.

There is a generalization about the implementation of the optimization of the portfolio weights. however, about what there is not a generalization is about the method to find the views of the portfolio. Managers are usually based on macroeconomic expectations conjugated with risk measures such as the VaR and the CVaR. The biggest flaw in the model is the assumption of normality of returns on financial assets.