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  1. 1
    A Novel Black-Litterman Model with Time-Varying Covariance for Optimal Asset Allocation of Pension Funds

    A Novel Black-Litterman Model with Time-Varying Covariance for Optimal Asset Allocation of Pension Funds by Yuqin Sun, Yungao Wu, Gejirifu De

    Published 2023-03-01
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    Article
  2. 2
    Research on Trading Optimization Model of Virtual Power Plant in Medium- and Long-Term Market

    Research on Trading Optimization Model of Virtual Power Plant in Medium- and Long-Term Market by Yungao Wu, Jing Wu, Gejirifu De

    Published 2022-01-01
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    Article

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