Bayesian inference for the tangent portfolio
Year of publication: |
2018
|
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Authors: | Bauder, David ; Bodnar, Taras ; Mazur, Stepan ; Okhrin, Yarema |
Publisher: |
Örebro : Örebro University School of Business |
Subject: | asset allocation | tangent portfolio | Bayesian analysis |
Series: | Working Paper ; 2/2018 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | hdl:10419/244534 [Handle] RePEc:hhs:oruesi:2018_002 [RePEc] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C44 - Statistical Decision Theory; Operations Research |
Source: |
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Cooper, William W., (2011)
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