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Bayesian approach
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maximization of expected utility
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minimax Bayes rule
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portfolio selection problem
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shrinkage estimator
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An application of a minimax Bayes rule and shrinkage estimators to the portofolio selection problem under the Bayesian approach
Kashima, Hiroyuki
- In:
Statistical Papers
46
(
2005
)
4
,
pp. 523-540
Persistent link: https://www.econbiz.de/10008533868
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