Chinese Journal of Engineering Mathematics ›› 2015, Vol. 32 ›› Issue (4): 517-523.doi: 10.3969/j.issn.1005-3085.2015.04.005
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FANG Zheng, CHENG Xi-jun, GE Ying
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Abstract:
Key words: Black-Litterman model, multiple indexes ranking, TOPSIS, stochastic optimization
CLC Number:
O212
FANG Zheng, CHENG Xi-jun, GE Ying. The Study of Black-Litterman Model Based on Multi-index Information Ranking Method[J]. Chinese Journal of Engineering Mathematics, 2015, 32(4): 517-523.
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URL: http://jgsx-csiam.org.cn/EN/10.3969/j.issn.1005-3085.2015.04.005
http://jgsx-csiam.org.cn/EN/Y2015/V32/I4/517