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The Black-Litterman Model for Portfolio Optimization on Vietnam Stock Market.

Bao Quoc TaThao Vuong
Published in: Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2020)
Keyphrases
  • portfolio optimization
  • stock market
  • financial time series
  • portfolio selection
  • stock price
  • stock exchange
  • objective function
  • long term
  • robust optimization
  • risk management
  • factor analysis
  • portfolio management