Bayesian learning for the Markowitz portfolio selection problem
Year of publication: |
2019
|
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Authors: | De Franco, Carmine ; Nicolle, Johann ; Pham, Huyên |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 22.2019, 7, p. 1-40
|
Subject: | Bayesian learning | optimal portfolio | Markowitz problem | portfolio selection | Theorie | Theory | Portfolio-Management | Portfolio selection | Lernprozess | Learning process | Bayes-Statistik | Bayesian inference | Mathematische Optimierung | Mathematical programming |
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