Empirical bayes estimation with dynamic portfolio models

L. C. MacLean, M. E. Foster & W. T. Ziemba

Year of publication:	11 May 2004 ; [Elektronische Ressource]
Other Persons:	MacLean, Leonard C. (contributor) ; Foster, Michael E. (contributor) ; Ziemba, William T. (contributor)
Institutions:	Judge Institute of Management Studies (contributor)
Publisher:	Cambridge : Judge Institute of Management
Subject:	Börsenkurs \| Share price \| CAPM \| Stochastischer Prozess \| Stochastic process \| Bayes-Statistik \| Bayesian inference \| Theorie \| Theory

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