Mean-variance portfolios using Bayesian vector-autoregressive forcasts (Q2457772): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q5618987 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Augmented GARCH\((p,q)\) process and its diffusion limit / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in the Small and in the Large / rank
 
Normal rank

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

    Statements

    Mean-variance portfolios using Bayesian vector-autoregressive forcasts (English)
    0 references
    0 references
    0 references
    23 October 2007
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references