List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Bayesian mean-variance analysis: optimal portfolio selection under parameter uncertainty Quantitative Finance | 2021-06-02 | Paper |
| Bayesian inference of the multi-period optimal portfolio for an exponential utility Journal of Multivariate Analysis | 2020-02-05 | Paper |
| Bayesian estimation of the efficient frontier Scandinavian Journal of Statistics | 2019-11-07 | Paper |
| Bayesian inference for the tangent portfolio International Journal of Theoretical and Applied Finance | 2019-01-10 | Paper |
Research outcomes over time
This page was built for person: David Bauder
