Black–Litterman asset allocation model based on principal component analysis (PCA) under uncertainty
Crossref DOI link: https://doi.org/10.1007/s10586-018-1864-1
Published Online: 2018-01-29
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lei, Ding
Text and Data Mining valid from 2018-01-29
Article History
Received: 18 December 2017
Revised: 10 January 2018
Accepted: 14 January 2018
First Online: 29 January 2018