"Black-Litterman asset allocation model based on principal component ..."

Ding Lei (2019)

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DOI: 10.1007/S10586-018-1864-1

access: closed

type: Journal Article

metadata version: 2020-09-29

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Ding Lei:
Black-Litterman asset allocation model based on principal component analysis (PCA) under uncertainty. Clust. Comput. 22(Supplement): 4299-4306 (2019)

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