Bayesian estimation of risk premia in an APT context
Theofanis Darsinos and Stephen E. Satchell
| Year of publication: |
2005
|
|---|---|
| Authors: | Darsinos, Theofanis ; Satchell, Stephen |
| Published in: |
Linear factor models in finance. - Amsterdam : Elsevier Butterworth-Heinemann, ISBN 978-0-7506-6006-8. - 2005, p. 61-82
|
| Subject: | Bayes-Statistik | Bayesian inference | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003304027