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[IEEE 2016 Chinese Control and Decision Conference (CCDC) - Yinchuan, China (2016.5.28-2016.5.30)] 2016 Chinese Control and Decision Conference (CCDC) - Extensions of black-litterman portfolio optimization model with downside risk measure
Jia, Xinxin, Gao, JianjunYear:
2016
Language:
english
DOI:
10.1109/ccdc.2016.7531150
File:
PDF, 127 KB
english, 2016