A Generalized Black–Litterman Model

• Shea D. Chen

  Corresponding Author

  Shea D. Chen

  https://orcid.org/0000-0003-1080-446X

  Eyon Holding Group, Taipei 10483, Taiwan;

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  ,
• Andrew E. B. Lim

  Andrew E. B. Lim

  https://orcid.org/0000-0001-7189-3406

  Department of Analytics and Operations, Department of Finance, and Institute for Operations Research and Analytics, National University of Singapore, 119245 Singapore

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