Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Bayesian filtering for multi-period mean-variance portfolio selection
scientific article

    Statements

    Bayesian filtering for multi-period mean-variance portfolio selection (English)
    0 references
    0 references
    0 references
    0 references
    9 November 2021
    0 references
    optimal portfolio
    0 references
    prediction distribution
    0 references
    uncertain parameters
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references