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On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Li, Chi-Lin, Hsieh, Chung-Han
Format:	Preprint
Publié:	2023
Sujets:	Portfolio Management Optimization and Control Computational Finance Risk Management
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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