Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q90173)

From MaRDI portal
Revision as of 16:42, 25 April 2024 by Import240425040427 (talk | contribs) (Added link to MaRDI item.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty
scientific article

    Statements

    volume
    21
    0 references
    issue
    2
    0 references
    page(s)
    221-242
    0 references
    publication date
    13 May 2020
    0 references
    author
    David Bauder
    0 references
    Taras Bodnar
    0 references
    Nestor Parolya
    0 references
    Wolfgang Schmid
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q90173&oldid=33781227"
    Powered by MediaWiki