Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty

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Publication:4991069

DOI10.1080/14697688.2020.1748214zbMath1466.91277arXiv1803.03573OpenAlexW3024688460MaRDI QIDQ4991069

Nestor Parolya, Wolfgang Schmid, Taras Bodnar, David Bauder

Publication date: 2 June 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.03573




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