Incorporating alpha uncertainty into portfolio decisions : a Bayesian revisit of the Treynor-Black model
Zhongzhi (Lawrence) He
| Year of publication: |
2007
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|---|---|
| Authors: | He, Zhongzhi Lawrence |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 8.2007/08, 3, p. 161-175
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009870989