Bayesian Inference and Portfolio Efficiency.
Year of publication: |
1991
|
---|---|
Authors: | Kandel, S. ; McCulloch, R. ; Stambaugh, R.F. |
Institutions: | Rodney L. White Center for Financial Research, Wharton School of Business |
Subject: | stock market | consumption | economic models |
-
Bayesian Inference and Portfolio Efficiency.
Kandel, S., (1991)
-
Consistent Allocation Rules in Atomless Economies.
Thompson, W., (1991)
-
Wealth-Varying Intertemporal Elasticities of Substitution Evidence from Panel and Aggregate Data.
Atkeson, A., (1991)
- More ...
-
Bayesian Inference and Portfolio Efficiency.
Kandel, S., (1993)
-
ASSET RETURNS, INVESTMENT HORIZONS, AND INTERTEMPORAL PREFERENCES.
KANDEL, S., (1990)
-
Portfolio Inefficiency and the Cross-Section of Mean Returns.
Kandel, S., (1993)
- More ...