{"title":"基于布莱克-利特曼模型构建因子投资组合","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":"{\"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}","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