BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332)

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scientific article; zbMATH DE number 6999642
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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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