Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542): Difference between revisions
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Latest revision as of 15:27, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian filtering for multi-period mean-variance portfolio selection |
scientific article |
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Bayesian filtering for multi-period mean-variance portfolio selection (English)
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9 November 2021
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optimal portfolio
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prediction distribution
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uncertain parameters
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