Bayesian inference for the tangent portfolio (Q4645332)
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scientific article; zbMATH DE number 6999642
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| default for all languages | No label defined |
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| English | Bayesian inference for the tangent portfolio |
scientific article; zbMATH DE number 6999642 |
Statements
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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0.8193770051002502
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0.7850210070610046
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0.7710131406784058
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0.7603433132171631
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0.7593114376068115
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