Bayesian Methods In Finance
Year of publication: |
2012
|
---|---|
Authors: | Jacquier, Eric ; Polson, Nicholas |
Published in: |
The Oxford handbook of Bayesian econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-968133-4. - 2012
|
Subject: | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection | CAPM |
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