Bayesian inference and portfolio efficiency
Shmuel Kandel ; Robert McCulloch ; Robert F. Stambaugh
| Year of publication: |
1993
|
|---|---|
| Authors: | Kandel, Shmuel ; McCulloch, Robert E. ; Stambaugh, Robert F. |
| Publisher: |
Cambridge, MA |
| Subject: | CAPM | Portfolio-Management | Portfolio selection | Statistische Methodenlehre | Statistical theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Extent: | 35 S. graph. Darst |
|---|---|
| Series: | Technical working paper / National Bureau of Economic Research. - Cambridge, Mass. : NBER, ISSN 1073-2489, ZDB-ID 1227242-5. - Vol. 134 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000913805