Portfolio selection based on Bayesian theory

DOI10.1155/2019/4246903zbMath1435.91177OpenAlexW2980744127WikidataQ126981035 ScholiaQ126981035MaRDI QIDQ2298422

Chaoliang Zhang, Daping Zhao, Zongrun Wang, Yong Fang

Publication date: 20 February 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/4246903

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)

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