Bayesian inference for the tangent portfolio
David Bauder, Taras Bodnar, Stepan Mazur, Yarema Okhrin
| Year of publication: |
December 2018
|
|---|---|
| Authors: | Bauder, David ; Bodnar, Taras ; Mazur, Stepan ; Okhrin, Yarema |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 21.2018, 8, p. 1-27
|
| Subject: | Asset allocation | tangent portfolio | Bayesian analysis | diffuse and conjugate priors | stochastic representation | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024918500541 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011970903