Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty
From MaRDI portal
Publication:90173
DOI10.1080/14697688.2020.1748214MaRDI QIDQ90173
Taras Bodnar, David Bauder, Nestor Parolya
Publication date: 13 May 2020
Published in: Quantitative Finance (Search for Journal in Brave)
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