Robust Bayesian portfolio choices
Year of publication: |
May 2016
|
---|---|
Authors: | Anderson, Ewan W. ; Cheng, Ai-ru |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 29.2016, 5, p. 1330-1375
|
Subject: | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Stichprobenerhebung | Sampling | Theorie | Theory | USA | United States | Frankreich | France | 1926-2011 |
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