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Journal: Mathematics, 2025
Volume: 13
Number: 3265
Article:
Black–Litterman Portfolio Optimization with Dynamic CAPM via ABC-MCMC
Authors:
by
Sebastián Flández, Rolando Rubilar-Torrealba, Karime Chahuán-Jiménez, Hanns de la Fuente-Mella and Claudio Elórtegui-Gómez
Link:
https://www.mdpi.com/2227-7390/13/20/3265
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