Shyh-Weir Tzang, Chun-Ping Chang, Chih-Hsing Hung, Yung-Shun Tsai. Black-Litterman Model and Momentum Strategy: Evidence of Taiwan Top 50 ETF. In Leonard Barolli, Aneta Poniszewska-Maranda, Hyunhee Park, editors, Innovative Mobile and Internet Services in Ubiquitous Computing - Proceedings of the 14th International Conference on Innovative Mobile and Internet Services in Ubiquitous Computing (IMIS-2020), Lodz, Poland, 1-3 July, 2020. Volume 1195 of Advances in Intelligent Systems and Computing, pages 490-497, Springer, 2020. [doi]
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