A study of Black-Litterman model based on a multi-index information ranking method (Q3461114)
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scientific article; zbMATH DE number 6531721
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| English | A study of Black-Litterman model based on a multi-index information ranking method |
scientific article; zbMATH DE number 6531721 |
Statements
15 January 2016
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Black-Litterman model
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multiple indexes ranking
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TOPSIS
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stochastic optimization
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0.8128992915153503
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0.8100957870483398
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0.7988672256469727
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0.7915076613426208
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0.788370668888092
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