Pages that link to "Item:Q2293380"

The following pages link to Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380):

Displaying 3 items.

• Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
• Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
• Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)