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"Time-varying Black-Litterman portfolio optimization using a bio-inspired ..."

Theodore E. Simos, Spyridon D. Mourtas, Vasilios N. Katsikis (2021)

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DOI: 10.1016/J.ASOC.2021.107767

access: closed

type: Journal Article

metadata version: 2021-12-15

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Theodore E. Simos, Spyridon D. Mourtas, Vasilios N. Katsikis:
Time-varying Black-Litterman portfolio optimization using a bio-inspired approach and neuronets. Appl. Soft Comput. 112: 107767 (2021)

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