Search Results - subject:"Bayesian Model"

Sequential Binary Investment Decisions : A Bayesian Approach

Jammernegg, Werner - 1988

This book deals with analysis of sequential decision models in investment and portfolio theory. The optimal investment strategy is derived by using results from stochastic dynamic programming and from Bayesian statistics. The analysis is largely restricted to models with only two alternatives in...

Persistent link: https://www.econbiz.de/10013519066

A Bayesian approach to testing portfolio efficiency

Shanken, Jay - In: Journal of financial economics 19 (1988) 2, pp. 195-215

Persistent link: https://www.econbiz.de/10003678852

Two point priors and I-minimax estimating in families of uniform distributions

Chen, Lanxiang; Eichenauer, Jürgen - In: Statistische Hefte : internationale Zeitschrift für … 29 (1988) 1, pp. 45-57

Persistent link: https://www.econbiz.de/10003535430

Nkhata Bay. - 1995. - IV, 52 S.

1987

Persistent link: https://www.econbiz.de/10000762729

Forecasting international growth rates using Bayesian shrinkage and other procedures

Zellner, Arnold; Hong, Chansik - 1987

Persistent link: https://www.econbiz.de/10000766190

Bayesian forecasting with stable seasonal patterns

Oliver, Robert M. - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 1, pp. 77-85

Persistent link: https://www.econbiz.de/10001019324

The detection of influential observations for allocation, separation, and the determination of probabilities in a Bayesian framework

Johnson, Wesley - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 3, pp. 369-381

Persistent link: https://www.econbiz.de/10003591610

Equilibrium points of non-cooperative random and Bayesian games

Yannelis, Nicholas C. - 1987

Persistent link: https://www.econbiz.de/10003528438

Coordinate-free multivariable statistics : an illustrated geometric progression from Halmos to Gauss and Bayes

Stone, Mervyn - 1987

Persistent link: https://www.econbiz.de/10011519204

Bayesian Analysis and Uncertainty in Economic Theory

Cyert, Richard Michael; DeGroot, Morris H. - 1987

1 Introduction -- 2 Bayesian Decision Theory -- 3 Behavioral and Control Theory of the Firm -- 4 Bayesian Analysis and Duopoly Theory -- 5 Multiperiod Decision Models with Alternating Choice as a Solution to the Duopoly Problem -- 6 Cooperation and Learning in a Duopoly Context -- 7 Interfirm...

Persistent link: https://www.econbiz.de/10013522086

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