Pages that link to "Item:Q4991069"
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The following pages link to Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069):
Displaying 5 items.
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Smart network based portfolios (Q2675737) (← links)
- BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM (Q5207492) (← links)
