Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1
The Study of Black-Litterman Model Based on Multi-index Information Ranking Method
FANG Zheng, CHENG Xi-jun, GE Ying
Chinese Journal of Engineering Mathematics . 2015, (4): 517 -523 .  DOI: 10.3969/j.issn.1005-3085.2015.04.005