Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian filtering for multi-period mean-variance portfolio selection |
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
