Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069): Difference between revisions
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Revision as of 19:01, 19 March 2024
scientific article; zbMATH DE number 7353674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty |
scientific article; zbMATH DE number 7353674 |
Statements
Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (English)
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2 June 2021
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optimal portfolio
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posterior predictive distribution
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parameter uncertainty
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efficient frontier
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stochastic representation
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Black-Litterman model
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