BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM (Q5207492)

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scientific article; zbMATH DE number 7147023
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BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM
scientific article; zbMATH DE number 7147023

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    BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM (English)
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    2 January 2020
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    Bayesian learning
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    optimal portfolio
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    Markowitz problem
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    portfolio selection
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