A general approach to Bayesian portfolio optimization
Year of publication: |
2008
|
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Authors: | Bade, Alexander ; Frahm, Gabriel ; Jaekel, Uwe |
Publisher: |
Cologne : University of Cologne, Seminar of Economic and Social Statistics |
Subject: | Bayesian portfolio optimization | Gordin's condition | Markov chain Monte Carlo | Stylized facts |
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A general approach to Bayesian portfolio optimization
Bade, Alexander, (2008)
-
A general approach to Bayesian portfolio optimization
Bade, Alexander, (2009)
-
A general approach to Bayesian portfolio optimization
Bade, Alexander, (2009)
- More ...
-
A general approach to Bayesian portfolio optimization
Bade, Alexander, (2008)
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A general approach to Bayesian portfolio optimization
Bade, Alexander, (2009)
-
A general approach to Bayesian portfolio optimization
Bade, Alexander, (2009)
- More ...