A CVaR-Based Black–Litterman Model with Macroeconomic Cycle Views for Optimal Asset Allocation of Pension Funds
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Wu, Y.; Sun, Y. A CVaR-Based Black–Litterman Model with Macroeconomic Cycle Views for Optimal Asset Allocation of Pension Funds. Mathematics 2025, 13, 4034. https://doi.org/10.3390/math13244034
Wu Y, Sun Y. A CVaR-Based Black–Litterman Model with Macroeconomic Cycle Views for Optimal Asset Allocation of Pension Funds. Mathematics. 2025; 13(24):4034. https://doi.org/10.3390/math13244034
Chicago/Turabian StyleWu, Yungao, and Yuqin Sun. 2025. "A CVaR-Based Black–Litterman Model with Macroeconomic Cycle Views for Optimal Asset Allocation of Pension Funds" Mathematics 13, no. 24: 4034. https://doi.org/10.3390/math13244034
APA StyleWu, Y., & Sun, Y. (2025). A CVaR-Based Black–Litterman Model with Macroeconomic Cycle Views for Optimal Asset Allocation of Pension Funds. Mathematics, 13(24), 4034. https://doi.org/10.3390/math13244034
