基于混合集成预测算法和Black-Litterman模型的投资组合优化策略研究
宋正阳, 周忠宝, 余乐安, 任甜甜
Portfolio Optimization Strategy with a Hybrid Ensemble Forecasting Algorithm and Black-Litterman Model
Zhengyang Song, Zhongbao Zhou, Lean Yu, Tiantian Ren
中国管理科学
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2026, (5): 72
-85
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DOI: 10.16381/j.cnki.issn1003-207x.2023.1895
