Economic Theory and Business Management
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TAN Huaqing1,2,ZHAO Xuejun1,HUANG Yili3#br#
Online:
Published:
谭华清1,2,赵学军1,黄一黎3
Abstract:
Key words: commodity , tactical asset allocation , momentum , BlackLitterman model
摘要:
关键词: 大宗商品 , 战术资产配置 , 动量 , BlackLitterman模型
TAN Huaqing1,2ZHAO Xuejun1,HUANG Yili3. MOMENTUM AND THE TACTICAL VALUE OF COMMODITY IN ASSET ALLOCATION——Based on BlackLitterman Model[J]. Economic Theory and Business Management.
谭华清1,赵学军2,黄一黎3. 动量思想与大宗商品的战术配置价值*——基于BlackLitterman模型[J]. 经济理论与经济管理.
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http://jjll.ruc.edu.cn/EN/Y2018/V38/I10/55