Pages that link to "Item:Q819095"

The following pages link to Bayesian portfolio selection with multi-variate random variance models (Q819095):

Displaying 16 items.

• Optimal strategies for selecting project portfolios using uncertain value estimates (Q297038) (← links)
• Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
• A discontinuous mispricing model under asymmetric information (Q319248) (← links)
• On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
• Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
• Portfolio selection using \(\lambda\) mean and hybrid entropy (Q635977) (← links)
• Bayesian portfolio selection with multi-variate random variance models (Q819095) (← links)
• Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
• Comment on article by Windle and Carvalho (Q899054) (← links)
• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods (Q1926754) (← links)
• A mispricing model of stocks under asymmetric information (Q1926893) (← links)
• An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
• Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900) (← links)
• Real-time covariance estimation for the local level model (Q4979095) (← links)
• Time-varying vector autoregressive models with stochastic volatility (Q5124768) (← links)
• Multi-period power utility optimization under stock return predictability (Q6088760) (← links)