Factor investing: a Bayesian hierarchical approach (Q2155315)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor investing: a Bayesian hierarchical approach |
scientific article |
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Factor investing: a Bayesian hierarchical approach (English)
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15 July 2022
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asset allocation
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Bayes
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hierarchical prior
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estimation risk
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characteristics
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macro predictors
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risk factor
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