Optimal portfolio choice under decision-based model combinations
Davide Pettenuzzo and Francesco Ravazzolo
| Year of publication: |
November-Decemberr 2016
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|---|---|
| Authors: | Pettenuzzo, Davide ; Ravazzolo, Francesco |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 7, p. 1312-1332
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| Subject: | Bayes-Statistik | Bayesian inference | Modellierung | Scientific modelling | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2502 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687755