Combining backward-looking information and forward-looking information in portfolio optimization

HUANG Yi, ZHU Wei, ZHU Shushang, LI Duan

Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (4) : 861-881.

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Systems Engineering - Theory & Practice ›› 2021, Vol. 41 ›› Issue (4) : 861-881. DOI: 10.12011/SETP2020-0900

Combining backward-looking information and forward-looking information in portfolio optimization

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2021, 41(4): 861-881 https://doi.org/10.12011/SETP2020-0900

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