Bayesian inference of the multi-period optimal portfolio for an exponential utility

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Publication:2293380

DOI10.1016/j.jmva.2019.104544zbMath1435.62104arXiv1705.06533OpenAlexW2973143466WikidataQ115570108 ScholiaQ115570108MaRDI QIDQ2293380

Taras Bodnar, David Bauder, Nestor Parolya, Wolfgang Schmid

Publication date: 5 February 2020

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.06533




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