most citedOn Unified Adaptive Black-Litterman Mean-Variance Portfolio Management

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q-fin.PM2026★ 2 cited

On Unified Adaptive Black-Litterman Mean-Variance Portfolio Management

Chi-Lin Li, Chung-Han Hsieh

This paper proposes a unified adaptive portfolio-management framework that combines factor-based view generation, Black-Litterman (BL) posterior estimation, EWMA covariance estimat…