1、How to avoid pitfalls in portfolio optimization?putting the Blaek-Litterman approach at work作 者: Drobetz W 来源: Financial Markets Portfolio Management 年卷期: 2001(01)
2、
An application of the Black-Littennan model with EGARCH-M-derived viws for international portfolio management作 者: Steven L B Alexei G O 来源: Financial Markets Portfolio Management 年卷期: 2007(02)
3、
Distributional characteristics of emerging market returns and asset allocation作 者: Bekaert G Erb C B Harvey C R
来源: Journal of Portfolio Management 年卷期: 1998(02)
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