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International journal of theoretical and applied finance
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Dealing with drift uncertainty : a Bayesian learning approach
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
Risks : open access journal
7
(
2019
)
1/5
,
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/10012018698
Saved in:
2
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine
;
Nicolle, Johann
;
Pham, Huyên
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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