Optimal Portfolio Diversification: Empirical Bayes versus Classical Approach

DOI10.1057/JORS.1993.187MaRDI QIDQ4287655zbMATH OpenOpenAlexFDO

Authors T. K. Hui, Edmond K. Kwan, Chang-Boon Lee

Publication date 5 May 1994

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1993.187

Mathematics Subject Classification ID

Cited in

(2)

• Designing repetitive screening procedures with imperfect inspections: an empirical Bayes approach
• Asset allocation with factor-based covariance matrices

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