A Bayesian learning model of hedge fund performance
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Cites work
- A robust nonparametric approach to evaluate and explain the performance of mutual funds
- Bayesian interference based only on simulated likelihood particle filter analysis of dynamic economic models
- Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach
- Efficiency of mutual funds and portfolio performance measurement: A non-parametric approach
- Following a moving target -- Monte Carlo inference for dynamic Bayesian models
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
- Monte Carlo sampling methods using Markov chains and their applications
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
- Online data processing: comparison of Bayesian regularized particle filters
- Ranking of investment funds: acceptability versus robustness
- Sequential One-Sample Grouped Signed Rank Tests for Symmetry: Basic Procedures
- Synthetic indicators of mutual funds' environmental responsibility: an application of the reference point method
- Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model
- Tracking hedge funds returns using sparse clones
- Tri-criterion modeling for constructing more-sustainable mutual funds
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