Litcius/Paper detail

A privacy-preserving robo-advisory system with the Black-Litterman portfolio model: A new framework and insights into investor behavior

Hyungjin Ko, Junyoung Byun, Jaewook Lee

2023Journal of International Financial Markets Institutions and Money18 citationsDOI

Topics & Concepts

Black–Litterman modelPortfolioPortfolio optimizationComputer scienceEncryptionInformation privacyComputer securityBusinessRisk analysis (engineering)FinanceReplicating portfolioBlockchain Technology Applications and SecurityFinancial Markets and Investment StrategiesCryptography and Data Security
A privacy-preserving robo-advisory system with the Black-Litterman portfolio model: A new framework and insights into investor behavior | Litcius