主管:中国科学院
主办:中国优选法统筹法与经济数学研究会
   中国科学院科技战略咨询研究院
Portfolio Optimization Strategy with a Hybrid Ensemble Forecasting Algorithm and Black-Litterman Model
Zhengyang Song, Zhongbao Zhou, Lean Yu, Tiantian Ren
Chinese Journal of Management Science . 2026, (5): 72 -85 .  DOI: 10.16381/j.cnki.issn1003-207x.2023.1895