Portfolio choice and estimation risk - A comparison of Bayesian approaches to resampled efficiency
Year of publication: |
2002-06-01
|
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Authors: | Herold, Ulf ; Maurer, Raimond |
Publisher: |
Universität <Frankfurt, Main> / Fachbereich Wirtschaftswissenschaften |
Subject: | Portfolio Selection | Bayes-Verfahren | Verzerrte Schätzung |
Extent: | 43 p. 563 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C11 - Bayesian Analysis ; G11 - Portfolio Choice ; Financial theory ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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