Enhancing Black-Litterman Portfolio via Hybrid Forecasting Model Combining Multivariate Decomposition and Noise Reduction

Fuente: arXiv

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Bibliographic Details
Main Authors:	Yang, Ziye, Lu, Ke, Wang, Yang, Yen, Jerome
Format:	Preprint
Published:	2025
Subjects:	Computational Engineering, Finance, and Science Artificial Intelligence
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.01781