Bayesian estimation of the global minimum variance portfolio (Q1752196)
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scientific article; zbMATH DE number 6872208
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian estimation of the global minimum variance portfolio |
scientific article; zbMATH DE number 6872208 |
Statements
Bayesian estimation of the global minimum variance portfolio (English)
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24 May 2018
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global minimum variance portfolio
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posterior distribution
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credible interval
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Wishart distribution
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0.844331681728363
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0.8397576808929443
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0.8386855721473694
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0.8193770051002502
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0.8168982863426208
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