A minimum Bayes risk approach to optimal portfolio choice (Q3918876)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimum Bayes risk approach to optimal portfolio choice |
scientific article |
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A minimum Bayes risk approach to optimal portfolio choice (English)
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1981
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minimum Bayes risk approach
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optimal portfolio choice
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diffuse priors
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true-optimal solution
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quasi-optimal solution
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Lagrange multiplier method
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conjugate priors
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numerical example
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