Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions-Reference-Cited by-同舟云学术

Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions

Published:2022-10 Issue: Volume:49 Page:103111
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Barua Ronil^ORCID,Sharma Anil K.

Publisher

Elsevier BV

Subject

Finance

Reference30 articles.

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3. Optimal asset allocation strategies for international equity portfolios: a comparison of country versus industry optimization;Bessler;J. Int. Financ. Mark. Institutions and Money,2021

4. Global portfolio optimization;Black;Financ. Anal. J.,1992

5. Stock price forecast based on CNN-BiLSTM-ECA Model;Chen;Sci. Program.,2021

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