Multiperiod Portfolio Selection and Bayesian Dynamic Models
| Year of publication: |
2017
|
|---|---|
| Authors: | Kolm, Petter N. |
| Other Persons: | Ritter, Gordon (contributor) |
| Publisher: |
[2017]: [S.l.] : SSRN |
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Bayes-Statistik | Bayesian inference |
| Description of contents: |
Techniques inspired by Bayesian statistics provide an elegant solution to the classic investment problem of optimally planning a sequence of trades in the presence of transaction costs
|
| Extent: | 1 Online-Ressource (8 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | In: Risk, Vol. 28, Issue 3, p 50-54, March 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 22, 2014 erstellt |
| Other identifiers: | 10.2139/ssrn.2472768 [DOI] |
| Classification: | G11 - Portfolio Choice ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C11 - Bayesian Analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012972955