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Black–Litterman portfolio optimization based on GARCH–EVT–Copula and LSTM models

Crossref DOI link: https://doi.org/10.1007/s10479-025-06597-6

Published Online: 2025-04-21

Published Print: 2025-06

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Huynh, Vu

Ta, Bao Quoc https://orcid.org/0000-0002-4135-0299
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Text and Data Mining valid from 2025-04-21

Version of Record valid from 2025-04-21
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Article History

Received: 18 April 2023

Accepted: 27 March 2025

First Online: 21 April 2025

Declarations

:

: The authors declare no conflict of interest.