Bayesian portfolio selection with multi-variate random variance models (Q819095)
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scientific article; zbMATH DE number 5014267
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| English | Bayesian portfolio selection with multi-variate random variance models |
scientific article; zbMATH DE number 5014267 |
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Bayesian portfolio selection with multi-variate random variance models (English)
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22 March 2006
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portfolio optimization
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Bayesian inference
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decision analysis
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stochastic volatility
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dynamic programming
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0.8025980591773987
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0.8025952577590942
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0.7966525554656982
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0.7880427241325378
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