Bayesian estimation of risk premia in an APT context
Year of publication: |
2005
|
---|---|
Authors: | Darsinos, Theofanis ; Satchell, Stephen |
Published in: |
Linear factor models in finance. - Amsterdam : Elsevier Butterworth-Heinemann, ISBN 978-0-7506-6006-8. - 2005, p. 61-82
|
Subject: | Bayes-Statistik | Bayesian inference | Risikoprämie | Risk premium | Arbitrage Pricing | Arbitrage pricing | Theorie | Theory |
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