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Portfolio selection
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Mathematical methods of operations research
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Forecast density combinations of dynamic models and data driven portfolio strategies
Baştürk, Nalan
;
Borowska, Agnieszka
;
Grassi, Stefano
; …
-
2018
Persistent link: https://www.econbiz.de/10011916058
Saved in:
2
Optimal portfolio choice under decision-based model combinations
Pettenuzzo, Davide
;
Ravazzolo, Francesco
-
2014
Persistent link: https://www.econbiz.de/10010434558
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3
Forecast accuracy and economic gains from Bayesian model averaging using time varying weight
Hoogerheide, Lennart
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003920064
Saved in:
4
Comparison and robustification of Bayes and Black-Litterman models
Schöttle, Katrin
;
Werner, Ralf
;
Zagst, Rudi
- In:
Mathematical methods of operations research
71
(
2010
)
3
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003990389
Saved in:
5
A general approach to Bayesian portfolio optimization
Bade, Alexander
;
Frahm, Gabriel
;
Jaekel, Uwe
- In:
Mathematical methods of operations research
70
(
2009
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10003905261
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