Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072): Difference between revisions

@@ Property / author @@
+Chih-Ling Tsai
@@ Property / author: Chih-Ling Tsai / rank @@
+Normal rank
@@ Property / author @@
+Hansheng Wang
@@ Property / author: Hansheng Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10463-009-0250-4
+Normal rank
@@ Property / OpenAlex ID @@
+W2161937979
@@ Property / OpenAlex ID: W2161937979 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769776
@@ Property / cites work: Q4769776 / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of the minimum AIC procedure
@@ Property / cites work: A Bayesian analysis of the minimum AIC procedure / rank @@
+Normal rank
@@ Property / cites work @@
+A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
+Normal rank
@@ Property / cites work @@
+Model Selection: An Integral Part of Inference
@@ Property / cites work: Model Selection: An Integral Part of Inference / rank @@
+Normal rank
@@ Property / cites work @@
+Model Selection and Multimodel Inference
@@ Property / cites work: Model Selection and Multimodel Inference / rank @@
+Normal rank
@@ Property / cites work @@
+The elements of statistical learning. Data mining, inference, and prediction
+Normal rank
@@ Property / cites work @@
+Frequentist Model Average Estimators
@@ Property / cites work: Frequentist Model Average Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian model averaging: A tutorial. (with comments and a rejoinder).
+Normal rank
@@ Property / cites work @@
+Q4164707
@@ Property / cites work: Q4164707 / rank @@
+Normal rank
@@ Property / cites work @@
+MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS
+Normal rank
@@ Property / cites work @@
+Q3433875
@@ Property / cites work: Q3433875 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the dimension of a model
@@ Property / cites work: Estimating the dimension of a model / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Regression by Mixing
@@ Property / cites work: Adaptive Regression by Mixing / rank @@
+Normal rank
@@ Property / cites work @@
+Q4438062
@@ Property / cites work: Q4438062 / rank @@
+Normal rank