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

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+Bayesian estimation of the efficient frontier
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+BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO
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+Bayesian inference of the multi-period optimal portfolio for an exponential utility
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+ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER
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+Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
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+Bayesian estimation of the global minimum variance portfolio
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+Estimation of the global minimum variance portfolio in high dimensions
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+Estimation of optimal portfolio compositions for Gaussian returns
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+Computing efficient frontiers using estimated parameters
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+Computational Statistics
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+Elliptically Contoured Models in Statistics and Portfolio Theory
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+A new class of Bayesian semi-parametric models with applications to option pricing
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+The Distribution of the Sample Minimum-Variance Frontier
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+Distributional properties of portfolio weights
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+Least Median of Squares Regression
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+Performance of Portfolios Optimized with Estimation Error
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