Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085 CN 61-1269/O1
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Chinese Journal of Engineering Mathematics
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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