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Bayesian Asset Allocation and U.S. Domestic Bias
Herold, Ulf, (2003)
Structural positions and risk budgeting - Quantifying the impact of structural positions and deriving implications for active portfolio management
Herold, Ulf, (2008)
Portfolio choice and estimation risk - A comparison of Bayesian approaches to resampled efficiency
Herold, Ulf, (2002)