Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection (Q2784082)

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Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection
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    Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection (English)
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    5 December 2002
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    beta
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    estimation risk
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    Markov chain Monte Carlo
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    sensitivity
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    shrinkage
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