Bayesian portfolio selection with multi-variate random variance models
| Year of publication: |
2006
|
|---|---|
| Authors: | Soyer, Refik ; Tanyeri, Kadir |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 171.2006, 3, p. 977-990
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