Bayesian dynamic factor models and portfolio allocation

Omar Aguilar; Mike West

Year of publication:	2000
Authors:	Aguilar, Omar ; West, Mike
Published in:	Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 18.2000, 3, p. 338-357
Subject:	Faktorenanalyse \| Factor analysis \| Bayes-Statistik \| Bayesian inference \| Stochastischer Prozess \| Stochastic process \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Volatilität \| Volatility \| Wechselkurs \| Exchange rate \| Prognose \| Forecast \| Industrieländer \| Industrialized countries

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