Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969)
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scientific article; zbMATH DE number 7200173
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| default for all languages | No label defined |
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| English | Optimal asset allocation with multivariate Bayesian dynamic linear models |
scientific article; zbMATH DE number 7200173 |
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Optimal asset allocation with multivariate Bayesian dynamic linear models (English)
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13 May 2020
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asset allocation
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multivariate Bayesian dynamic linear model
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0.8949364
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0.8863972
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0.8857671
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0.8782739
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0.87791455
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0.87672895
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