Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions
DOI10.1007/S10463-009-0250-4zbMATH Open1422.62313OpenAlexW2161937979MaRDI QIDQ904072FDOQ904072
Authors: Ning Zhu, Chih-Ling Tsai, Hansheng Wang 
Publication date: 15 January 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-009-0250-4
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- Frequentist Model Average Estimators
- A Bayesian analysis of the minimum AIC procedure
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- A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
- MAXIMIZING PREDICTABILITY IN THE STOCK AND BOND MARKETS
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