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"Black-Litterman Model and Momentum Strategy: Evidence of Taiwan Top 50 ETF."

Shyh-Weir Tzang et al. (2020)

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DOI: 10.1007/978-3-030-50399-4_47

access: closed

type: Conference or Workshop Paper

metadata version: 2021-10-14

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  dblp key:
  - conf/imis/TzangCHT20
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  - https://dblp.org/rec/conf/imis/TzangCHT20
Shyh-Weir Tzang, Chun-Ping Chang, Chih-Hsing Hung, Yung-Shun Tsai:
Black-Litterman Model and Momentum Strategy: Evidence of Taiwan Top 50 ETF. IMIS 2020: 490-497

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