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Black-Litterman Optimization Methodology

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2026/3/9

This document describes how **Black-Litterman (BL)** portfolio optimization is implemented in RiskOfficer. The logic runs in **ComputeService** (`optimize_bl`); the RiskOfficer backend fetches market data from the Data Service and passes it to ComputeService.

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资源信息

数据来源
bigquery-gharchive
分类
document-processing
创建时间
2026/3/9
更新时间
2026/4/26

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