Bayesian portfolio selection with multi-variate random variance models
| Year of publication: |
2006
|
|---|---|
| Authors: | Soyer, Refik ; Tanyeri, Kadir |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 171.2006, 3, p. 977-990
|
| Publisher: |
Elsevier |