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zbMath1349.91264MaRDI QIDQ2991020

Chongyan Cao, Yechun Zhu

Publication date: 10 August 2016

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

portfolio Black-Litterman model entropy compensation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonlinear programming (90C30) Portfolio theory (91G10)

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