Multiple regression model averaging and the focused information criterion with an application to portfolio choice
Filip Klimenka and James Lewis Wolter
| Year of publication: |
2019
|
|---|---|
| Authors: | Klimenka, Filip ; Wolter, James Lewis |
| Subject: | Bias-variance trade-off. | Focused information criterion | Model averaging | Model uncertainty | Portfolio choice | Portfolio-Management | Portfolio selection | Theorie | Theory | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1383262 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012178192