A Bayesian approach to testing portfolio efficiency
Jay Shanken
| Year of publication: |
1988
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|---|---|
| Authors: | Shanken, Jay |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 19.1988, 2, p. 195-215
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| Subject: | Portfolio-Theorie | Portfolio-Management | Portfolio selection | Theorie | Theory | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003678852