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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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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