Mean-variance portfolios using Bayesian vector-autoregressive forcasts (Q2457772): Difference between revisions
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Property / cites work: Augmented GARCH\((p,q)\) process and its diffusion limit / rank | |||
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Latest revision as of 11:44, 27 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Mean-variance portfolios using Bayesian vector-autoregressive forcasts |
scientific article |
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Mean-variance portfolios using Bayesian vector-autoregressive forcasts (English)
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23 October 2007
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