Optimal hedging with a subjective view : an empirical Bayesian approach
Year of publication: |
2005
|
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Authors: | Shi, Wei ; Irwin, Scott H. |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 87.2005, 4, p. 918-930
|
Subject: | Hedging | Bayes-Statistik | Bayesian inference | Portfolio-Management | Portfolio selection | Theorie | Theory |
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