Bayesian Portfolio Selection: An Empirical Analysis of the S&P 500 Index 1970-1996.
| Year of publication: |
2000
|
|---|---|
| Authors: | Polson, Nicholas G ; Tew, Bernard V |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 18.2000, 2, p. 164-73
|
| Publisher: |
American Statistical Association |