Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection
| Year of publication: |
1998
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|---|---|
| Authors: | Young, Martin R. ; Lenk, Peter J. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 44.1998, 11, 2, p. S111
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