An application of a minimax Bayes rule and shrinkage estimators to the portofolio selection problem under the Bayesian approach
| Year of publication: |
2005
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|---|---|
| Authors: | Kashima, Hiroyuki |
| Published in: |
Statistical Papers. - Springer. - Vol. 46.2005, 4, p. 523-540
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| Publisher: |
Springer |
| Subject: | portfolio selection problem | maximization of expected utility | Bayesian approach | minimax Bayes rule | shrinkage estimator |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533868