Black-Litterman模型在大类资产配置中的应用:基于货币周期及风险平价策略的改进

周亮

Application of Black-Litterman Model in Large-scale Asset Allocation: Improvement Based on Currency Cycle and Risk Parity Strategy

ZHOU Liang

运筹与管理 . 2021, (8): 198 -204 . DOI: 10.12005/orms.2021.0266