Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1911.07526 / rank | |||
Normal rank | |||
Revision as of 02:49, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian filtering for multi-period mean-variance portfolio selection |
scientific article |
Statements
Bayesian filtering for multi-period mean-variance portfolio selection (English)
0 references
9 November 2021
0 references
optimal portfolio
0 references
prediction distribution
0 references
uncertain parameters
0 references
