An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach
Hiroyuki Kashima
| Year of publication: |
2005
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|---|---|
| Authors: | Kashima, Hiroyuki |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 46.2005, 4, p. 523-540
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| Subject: | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| 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/10003098863