BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332)
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scientific article; zbMATH DE number 6999642
Language | Label | Description | Also known as |
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English | BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO |
scientific article; zbMATH DE number 6999642 |
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BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (English)
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10 January 2019
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asset allocation
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tangent portfolio
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Bayesian analysis
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diffuse and conjugate priors
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stochastic representation
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