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Journal: Appl. Sci., 2022
Volume: 12
Number: 7089
Article:
Intelligent Black–Litterman Portfolio Optimization Using a Decomposition-Based Multi-Objective DIRECT Algorithm
Authors:
by
Chen Li, Yidong Chen, Xueying Yang, Zitian Wang, Zhonghua Lu and Xuebin Chi
Link:
https://www.mdpi.com/2076-3417/12/14/7089
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