Dealing with drift uncertainty: A Bayesian learning approach
Year of publication: |
2019
|
---|---|
Authors: | De Franco, Carmine ; Nicolle, Johann ; Pham, Huyên |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 7.2019, 1, p. 1-18
|
Publisher: |
Basel : MDPI |
Subject: | Bayesian learning | Markowitz problem | optimal portfolio | portfolio selection |
-
Dealing with drift uncertainty : a Bayesian learning approach
De Franco, Carmine, (2019)
-
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine, (2019)
-
Continuous-time portfolio choice under monotone mean-variance preferences : stochastic factor case
Trybuła, Jakub, (2019)
- More ...
-
Dealing with Drift Uncertainty : A Bayesian Learning Approach
De Franco, Carmine, (2018)
-
Dealing with drift uncertainty : a Bayesian learning approach
De Franco, Carmine, (2019)
-
Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine, (2019)
- More ...