Mean-variance portfolios using Bayesian vector-autoregressive forcasts (Q2457772): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s00362-006-0344-5 / rank | |||
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| Property / cites work: Q5618987 / rank | |||
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| Property / cites work: Augmented GARCH\((p,q)\) process and its diffusion limit / rank | |||
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| Property / cites work: Risk Aversion in the Small and in the Large / rank | |||
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Latest revision as of 11:44, 27 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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