Generalized Black-Litterman Portfolio Optimization with Decision Fusion
Year of publication: |
[2023]
|
---|---|
Authors: | Huang, Xinyu ; Newton, David ; Platanakis, Emmanouil ; Ye, Xiaoxia |
Publisher: |
[S.l.] : SSRN |
Subject: | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory |
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