Open AccessCombining Black-Litterman model with clustering on portfolio construction
Author(s) -
Retno Subekti,
Eminugroho Ratna Sari,
Rosita Kusumawati
Publication year - 2019
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1321/2/022051
Subject(s) - black–litterman model , portfolio , cluster analysis , sharpe ratio , computer science , portfolio optimization , cluster (spacecraft) , index (typography) , post modern portfolio theory , econometrics , economics , artificial intelligence , replicating portfolio , financial economics , world wide web , programming language