Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach

Author:

Barua RonilORCID,Sharma Anil K.ORCID

Publisher

Elsevier BV

Subject

Finance

Reference57 articles.

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2. Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets;Alhashel;Pacific-Basin Finance Journal,2018

3. Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions;Barua;Finance Research Letters,2022

4. An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management;Beach;Financial Markets and Portfolio Management,2007

5. Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches;Bessler;The European Journal of Finance,2017

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