The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios
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Publication:4176280
DOI10.1080/03610917808812081zbMath0393.62003OpenAlexW2051769598MaRDI QIDQ4176280
Publication date: 1978
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610917808812081
ComparisonRisk FunctionCertainty EquivalenceDiffuse PriorOptimal Bayes FortfoliosPortfolio Choice ProblemPredictive DistributionSecurity ReturnsSingle Risky Asset
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