悬赏 10 个论坛币 未解决
【作者(必填)】
Wing Cheung
【文题(必填)】
Transparent Augmented Black-Litterman Allocation: Simple and Unified Framework for Strategy Combination, Factor Mimicking, Hedging, and Stock-Specific Alphas【年份(必填)】
2009
【全文链接或数据库名称(选填)】http://papers.ssrn.com/sol3/Papers.cfm?abstract_id=1347663