Bayesian estimation of risk-premia in an APT context
Theofanis Darsinos
| Year of publication: |
June 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Darsinos, Theofanis (contributor) ; Satchell, Stephen (contributor) |
| Institutions: | University of Cambridge / Department of Applied Economics (contributor) ; University of Cambridge / Faculty of Economics (contributor) |
| Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics, Faculty of Economics |
| Subject: | Bayes-Statistik | Bayesian inference | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing |
