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litterman模型代码 matlab(litterman model implementation with matlab.Black-Litterman is an asset allocation model that allows portfolio managers to incorporate views into CAPM equilibrium returns and to create more diversified portfolios than those genera
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机器学习在量化投资领域的综述,涉及组合优化理论、及机器学习的相关算法。(Machine Learning and Portfolio Optimization)
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Copula——GARCH算法 用于最优投资组合优化问题(For optimal portfolio optimization problems)
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多目标最优化经典算法,利于新学者学习,很经典(Multi-objective optimization classical algorithm)
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