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]
@inproceedings{TzangCHT20,
title = {Black-Litterman Model and Momentum Strategy: Evidence of Taiwan Top 50 ETF},
author = {Shyh-Weir Tzang and Chun-Ping Chang and Chih-Hsing Hung and Yung-Shun Tsai},
year = {2020},
doi = {10.1007/978-3-030-50399-4_47},
url = {https://doi.org/10.1007/978-3-030-50399-4_47},
researchr = {https://researchr.org/publication/TzangCHT20},
cites = {0},
citedby = {0},
pages = {490-497},
booktitle = {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},
editor = {Leonard Barolli and Aneta Poniszewska-Maranda and Hyunhee Park},
volume = {1195},
series = {Advances in Intelligent Systems and Computing},
publisher = {Springer},
isbn = {978-3-030-50399-4},
}