Bayesian estimation of the global minimum variance portfolio (Q1752196)

From MaRDI portal
Revision as of 16:11, 15 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Bayesian estimation of the global minimum variance portfolio
scientific article

    Statements

    title
    Bayesian estimation of the global minimum variance portfolio (English)
    0 references
    author
    Taras Bodnar
    0 references
    Stepan Mazur
    0 references
    Yarema Okhrin
    0 references
    publication date
    24 May 2018
    0 references
    zbMATH Keywords
    global minimum variance portfolio
    0 references
    posterior distribution
    0 references
    credible interval
    0 references
    Wishart distribution
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    91G70
    0 references
    62H10
    0 references
    62P05
    0 references
    zbMATH DE Number
    6872208
    0 references
    OpenAlex ID
    W2472781479
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1752196&oldid=36392126"
    Powered by MediaWiki