Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542): Difference between revisions

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@@ Property / cites work @@
+Autocorrelated Returns and Optimal Intertemporal Portfolio Choice
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+Bayesian inference of the multi-period optimal portfolio for an exponential utility
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@@ Property / DOI @@
+.1007/S42519-021-00175-2
@@ Property / DOI: 10.1007/S42519-021-00175-2 / rank @@
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