scientific article; zbMATH DE number 4041566
From MaRDI portal
Publication:3779953
Recommendations
- scientific article; zbMATH DE number 3891035
- Bayesian mean-variance analysis: optimal portfolio selection under parameter uncertainty
- Bayesian portfolio selection with multi-variate random variance models
- Bayesian inference of the multi-period optimal portfolio for an exponential utility
- A general approach to Bayesian portfolio optimization
Cited in
(3)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3779953)