An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (Q855247)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach |
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An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (English)
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4 January 2007
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graphics
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tables
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maximization of expected utility
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minimax Bayes rule
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