A dynamic latent-space model for asset clustering
Roberto Casarin, Antonio Peruzzi
| Year of publication: |
2024
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|---|---|
| Authors: | Casarin, Roberto ; Peruzzi, Antonio |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 28.2024, 2, p. 379-402
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| Subject: | Bayesian inference | financial risk | latent space models | Theorie | Theory | Bayes-Statistik | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2022-0111 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631949