Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069): Difference between revisions

@@ Property / describes a project that uses @@
+BayesDA
@@ Property / describes a project that uses: BayesDA / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3024688460
@@ Property / OpenAlex ID: W3024688460 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.03573
@@ Property / arXiv ID: 1803.03573 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of the efficient frontier
@@ Property / cites work: Bayesian estimation of the efficient frontier / rank @@
+Normal rank
@@ Property / cites work @@
+BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO
@@ Property / cites work: BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian inference of the multi-period optimal portfolio for an exponential utility
+Normal rank
@@ Property / cites work @@
+Q3861108
@@ Property / cites work: Q3861108 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4948699
@@ Property / cites work: Q4948699 / rank @@
+Normal rank
@@ Property / cites work @@
+ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER
+Normal rank
@@ Property / cites work @@
+Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
+Normal rank
@@ Property / cites work @@
+Bayesian estimation of the global minimum variance portfolio
+Normal rank
@@ Property / cites work @@
+Estimation of the global minimum variance portfolio in high dimensions
+Normal rank
@@ Property / cites work @@
+Estimation of optimal portfolio compositions for Gaussian returns
+Normal rank
@@ Property / cites work @@
+Computing efficient frontiers using estimated parameters
+Normal rank
@@ Property / cites work @@
+Q2873072
@@ Property / cites work: Q2873072 / rank @@
+Normal rank
@@ Property / cites work @@
+Computational Statistics
@@ Property / cites work: Computational Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4935984
@@ Property / cites work: Q4935984 / rank @@
+Normal rank
@@ Property / cites work @@
+Elliptically Contoured Models in Statistics and Portfolio Theory
+Normal rank
@@ Property / cites work @@
+A new class of Bayesian semi-parametric models with applications to option pricing
+Normal rank
@@ Property / cites work @@
+The Distribution of the Sample Minimum-Variance Frontier
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributional properties of portfolio weights
@@ Property / cites work: Distributional properties of portfolio weights / rank @@
+Normal rank
@@ Property / cites work @@
+Least Median of Squares Regression
@@ Property / cites work: Least Median of Squares Regression / rank @@
+Normal rank
@@ Property / cites work @@
+Performance of Portfolios Optimized with Estimation Error
+Normal rank