Bayesian portfolio selection : an empirical analysis of the S&P 500 index 1970 - 1996
Nicholas G. Polson; Bernard V. Tew
| Year of publication: |
2000
|
|---|---|
| Authors: | Polson, Nicholas G. ; Tew, Bernard V. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 18.2000, 2, p. 164-173
|
| Subject: | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Theorie | Theory | Aktienindex | Stock index | USA | United States | 1970-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001469570