Can a corporate network and news sentiment improve portfolio optimization using the Black–Litterman model?
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2015.1039865
Reference32 articles.
1. Simultaneously Discovering and Quantifying Risk Types from Textual Risk Disclosures
2. An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management
3. Global Portfolio Optimization
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