Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models
Year of publication: |
2018
|
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Authors: | Carvalho, Carlos M. |
Other Persons: | Fisher, Jared (contributor) ; Pettenuzzo, Davide (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (53 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 25, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3254935 [DOI] |
Classification: | C11 - Bayesian Analysis ; C22 - Time-Series Models ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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