Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10011814969
Persistent link: https://www.econbiz.de/10003302005
Persistent link: https://www.econbiz.de/10008797842
This paper reviews the literature on Bayesian portfolio analysis. Information about events, macro conditions, asset pricing theories, and security-driving forces can serve as useful priors in selecting optimal portfolios. Moreover, parameter uncertainty and model uncertainty are practical...
Persistent link: https://www.econbiz.de/10013136132