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Exploiting the low-risk anomaly using machine learning to enhance the Black–Litterman framework: Evidence from South Korea

Emerging RiskBlack–litterman FrameworkAnomaly DetectionRisk AnalyticsData ScienceData MiningMachine LearningSouth KoreaPredictive AnalyticsRisk ManagementKnowledge DiscoveryOutlier DetectionLow-risk AnomalyManagementRare Event EstimationRisk AnalysisStatisticsEngineering