Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Jun Tu and Guofu Zhou
| Year of publication: |
2010
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|---|---|
| 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
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| Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Entscheidung unter Unsicherheit | Decision under uncertainty | Bayes-Statistik | Bayesian inference | Frankreich | France | 1965-2004 |
| 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://ebvufind01.dmz1.zbw.eu/10008758064