Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Year of publication: |
2010
|
---|---|
Authors: | Tu, Jun ; Zhou, Guofu |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 4, p. 959-986
|
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Entscheidung unter Unsicherheit | Decision under uncertainty | Bayes-Statistik | Bayesian inference | Frankreich | France | 1965-2004 |
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