A general approach to Bayesian portfolio optimization
Alexander Bade; Gabriel Frahm; Uwe Jaekel
| Year of publication: |
2009
|
|---|---|
| Authors: | Bade, Alexander ; Frahm, Gabriel ; Jaekel, Uwe |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 70.2009, 2, p. 337-356
|
| Subject: | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003905261