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"A hybrid approach for generating investor views in Black-Litterman model."

Mahmut Kara, Aydin Ulucan, Kazim Baris Atici (2019)

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DOI: 10.1016/J.ESWA.2019.03.041

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - https://dblp.org/rec/journals/eswa/KaraUA19
Mahmut Kara, Aydin Ulucan, Kazim Baris Atici:
A hybrid approach for generating investor views in Black-Litterman model. Expert Syst. Appl. 128: 256-270 (2019)

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