Flández, S.; Rubilar-Torrealba, R.; Chahuán-Jiménez, K.; de la Fuente-Mella, H.; Elórtegui-Gómez, C.
Black–Litterman Portfolio Optimization with Dynamic CAPM via ABC-MCMC. Mathematics 2025, 13, 3265.
https://doi.org/10.3390/math13203265
AMA Style
Flández S, Rubilar-Torrealba R, Chahuán-Jiménez K, de la Fuente-Mella H, Elórtegui-Gómez C.
Black–Litterman Portfolio Optimization with Dynamic CAPM via ABC-MCMC. Mathematics. 2025; 13(20):3265.
https://doi.org/10.3390/math13203265
Chicago/Turabian Style
Flández, Sebastián, Rolando Rubilar-Torrealba, Karime Chahuán-Jiménez, Hanns de la Fuente-Mella, and Claudio Elórtegui-Gómez.
2025. "Black–Litterman Portfolio Optimization with Dynamic CAPM via ABC-MCMC" Mathematics 13, no. 20: 3265.
https://doi.org/10.3390/math13203265
APA Style
Flández, S., Rubilar-Torrealba, R., Chahuán-Jiménez, K., de la Fuente-Mella, H., & Elórtegui-Gómez, C.
(2025). Black–Litterman Portfolio Optimization with Dynamic CAPM via ABC-MCMC. Mathematics, 13(20), 3265.
https://doi.org/10.3390/math13203265