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Search: subject:"Global Minimum Variance Portfolio"
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Bayesian inference
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Asia Pacific financial markets
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European journal of operational research : EJOR
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A Bayesian graphical approach for large-scale portfolio management with fewer historical data
Oya, Sakae
- In:
Asia Pacific financial markets
29
(
2022
)
3
,
pp. 507-526
Persistent link: https://www.econbiz.de/10013397655
Saved in:
2
Bayesian estimation of the
global
minimum
variance
portfolio
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 292-307
Persistent link: https://www.econbiz.de/10011611271
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