An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (Q855247)
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scientific article; zbMATH DE number 5081747
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| English | An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach |
scientific article; zbMATH DE number 5081747 |
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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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0.7401631474494934
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0.7320214509963989
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0.7307065725326538
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0.7271273732185364
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0.7265444397926331
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