black litterman - arcturus9/useful-link GitHub Wiki

< GitHub for black litterman >

• Black Litterman
  https://github.com/leolle/simulate

• Portfolio_Construction
  https://github.com/gzj1992/Portfolio_Construction/blob/master/PortfolioConstructionFunction.py

• Dragon-Fruits/Black-Litterman
  https://github.com/Dragon-Fruits/Black-Litterman/blob/master/bl.py

• Black-Litterman Model (블랙리터만 모델)
  https://junyoru.tistory.com/102

• ETF와 블랙리터만 모형을 이용한 인핸스드 인덱스 전략
  https://pdfs.semanticscholar.org/77cb/dd916d719ab0da87441de71dd07399ed8e7a.pdf