Constructing Bayesian tangency portfolios under short-selling restrictions

Olha Bodnar, Taras Bodnar, Vilhelm Niklasson

Year of publication:	2024
Authors:	Bodnar, Olha ; Bodnar, Taras ; Niklasson, Vilhelm
Published in:	Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 1, Art.-No. 105065, p. 1-8
Subject:	Bayesian inference \| MCMC \| Parameter uncertainty \| Tangency portfolio \| Bayes-Statistik \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Risiko \| Risk \| Markov-Kette \| Markov chain \| Monte-Carlo-Simulation \| Monte Carlo simulation

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