The Black-Litterman Model for Portfolio Optimization on Vietnam Stock Market (Q5876091)
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scientific article; zbMATH DE number 7647697
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| default for all languages | No label defined |
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| English | The Black-Litterman Model for Portfolio Optimization on Vietnam Stock Market |
scientific article; zbMATH DE number 7647697 |
Statements
The Black-Litterman Model for Portfolio Optimization on Vietnam Stock Market (English)
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31 January 2023
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Black-Litterman model
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portfolio optimization
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Markowitz model
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ARIMA model
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0.8227800726890564
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0.8186163306236267
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0.8100957870483398
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0.7976925373077393
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0.7964047193527222
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