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A Hybrid Approach for Generating Investor Views in Black-Litterman Model

Kara, Mahmut, Ulucan, Aydin, Atici, Kazim Baris
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Journal:
Expert Systems with Applications
DOI:
10.1016/j.eswa.2019.03.041
Date:
March, 2019
File:
PDF, 8.17 MB
2019
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