基于Black-Litterman模型与Meucci理论确定投资组合权重

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1002-1566|34|4|741-749

ISSN: 1002-1566

Source: 数理统计与管理, Vol.34, Iss.4, 2015-01, pp. : 741-749

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Abstract