Bayesian estimation of the global minimum variance portfolio (Q1752196): Difference between revisions
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Revision as of 23:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of the global minimum variance portfolio |
scientific article |
Statements
Bayesian estimation of the global minimum variance portfolio (English)
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24 May 2018
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global minimum variance portfolio
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posterior distribution
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credible interval
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Wishart distribution
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