A general approach to Bayesian portfolio optimization (Q1040692)
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scientific article; zbMATH DE number 5638454
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A general approach to Bayesian portfolio optimization |
scientific article; zbMATH DE number 5638454 |
Statements
A general approach to Bayesian portfolio optimization (English)
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25 November 2009
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Gordin's condition
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Markov chain Monte Carlo
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stylized facts
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0.8301597237586975
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0.8284223079681396
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0.8209294676780701
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0.7976340055465698
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