Bayesian estimation of the efficient frontier (Q5242893)

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scientific article; zbMATH DE number 7128037
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Bayesian estimation of the efficient frontier
scientific article; zbMATH DE number 7128037

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    Bayesian estimation of the efficient frontier (English)
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    7 November 2019
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    Bayesian estimation
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    credible set
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    efficient frontier
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    parameter uncertainty
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    stochastic presentation, optimal portfolio weights
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