A Privacy-Preserving Black-Litterman Portfolio

Author:

Ko Hyungjin,Byun Junyoung,Lee Jaewook

Publisher

Elsevier BV

Reference74 articles.

1. An economic analysis of privacy protection and statistical accuracy as social choices;J M Abowd;American Economic Review,2019

2. Asset allocation model for a robo-advisor using the financial market instability index and genetic algorithms;W Ahn;Sustainability,2020

3. Performance evaluation of portfolio insurance strategies using stochastic dominance criteria;J Annaert;Journal of Banking & Finance,2009

4. Robo advisors: quantitative methods inside the robots;M Beketov;Journal of Asset Management,2018

5. An iterative method for computing the generalized inverse of an arbitrary matrix;A Ben-Israel;Mathematics of Computation,1965

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