Cromwell's rule and the role of the prior in the economic metric : an application to the portfolio allocation problem
Kenneth D. Roskelley
| Year of publication: |
2008
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|---|---|
| Authors: | Roskelley, Kenneth D. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 26.2008, 2, p. 227-236
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| Subject: | Bayes-Statistik | Bayesian inference | Entscheidungstheorie | Decision theory | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Finanzmarkt | Financial market | USA | United States | 1934-1993 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003675716