{"title":"Constructing factor-bearing portfolios based on the Black-Litterman model","authors":"Wenjia Xie, Zhongyi Huang, Dongshuo Zhang","doi":"10.1360/scm-2023-0277","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":513480,"journal":{"name":"SCIENTIA SINICA Mathematica","volume":"353 5","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"SCIENTIA SINICA Mathematica","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1360/scm-2023-0277","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0