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  • Search: subject:"statistics: Bayesian, estimation"
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Bayes-Statistik 1 Bayesian inference 1 Bayesian methods 1 Black-Litterman model 1 Estimation theory 1 Financial Engineering 1 Financial engineering 1 Gibbs sampling 1 Portfolio selection 1 Portfolio-Management 1 Schätztheorie 1 Simulation 1 Statistical method 1 Statistical theory 1 Statistische Methode 1 Statistische Methodenlehre 1 central limit theorem 1 finance: investment, portfolio 1 graphical models 1 portfolio selection 1 simulation: statistical analysis 1 statistics: Bayesian, estimation 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Shea D. 1 Lim, Andrew E. B. 1
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Operations research 1
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ECONIS (ZBW) 1
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A generalized Black-Litterman model
Chen, Shea D.; Lim, Andrew E. B. - In: Operations research 68 (2020) 2, pp. 381-410
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