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Dealing with drift uncertainty: A Bayesian learning approach
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
Risks
7
(
2019
)
1
,
pp. 1-18
on filtering techniques and learning methods, we use a Bayesian learning approach to solve the
Markowitz
problem
and …
Persistent link: https://www.econbiz.de/10013200423
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