Exploiting the low-risk anomaly using machine learning to enhance the Black–Litterman framework: Evidence from South Korea
Year: 2018
Type: article
Source: Pacific-Basin Finance Journal
Authors: Sujin Pyo, Jaewook Lee
Institution: Seoul National University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Awards: G1973200659, G7318183177, G8932987341
OpenAlex ID: W2805920542
