基于量化观点和Black-Litterman模型的期货投资组合

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符永健, 程希骏, 刘峰

Futures portfolio research based on quantitative perspectives and Black-Litterman model

FU Yongjian, CHENG Xijun, LIU Feng

中国科学院大学学报 . 2014, (4): 570 -575 . DOI: 10.7523/j.issn.2095-6134.2014.04.019