"Application of modified Black-Litterman model for active portfolio management."

Todor Stoilov, Krasimira Stoilova, Miroslav Vladimirov (2021)

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DOI: 10.1016/J.ESWA.2021.115719

access: open

type: Journal Article

metadata version: 2023-11-01

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Todor Stoilov, Krasimira Stoilova, Miroslav Vladimirov:
Application of modified Black-Litterman model for active portfolio management. Expert Syst. Appl. 186: 115719 (2021)

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