Empirical Bayes estimation of securities price parameters
Year of publication: |
2002
|
---|---|
Authors: | MacLean, Leonard C. ; Foster, Michael E. ; Ziemba, William T. |
Published in: |
Financial engineering, E-commerce and supply chain. - Dordrecht [u.a.] : Kluwer Acad. Publ., ISBN 1-4020-0640-3. - 2002, p. 47-57
|
Subject: | Börsenkurs | Share price | CAPM | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Theorie | Theory |
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