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

DOI10.1080/14697688.2020.1748214MaRDI QIDQ90173FDO

Authors David Bauder, Taras Bodnar, Nestor Parolya, Wolfgang Schmid

Publication date 13 May 2020

Published in Quantitative Finance (Search for Journal in Brave)

Cited in

(1)

• HDShOP

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