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Search: subject:"tangent portfolio"
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Bayesian inference for the
tangent
portfolio
Bauder, David
;
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
-
2018
covariance matrix, we derive stochastic representations for the posterior distributions of the weights of
tangent
portfolio
and …
Persistent link: https://www.econbiz.de/10012654430
Saved in:
2
Bayesian inference for the
tangent
portfolio
Bauder, David
;
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011970903
Saved in:
3
Maximizing excess return per unit variance : a novel investment management objective
Glabadanidis, Paskalis
- In:
The journal of asset management
17
(
2016
)
7
,
pp. 486-501
Persistent link: https://www.econbiz.de/10011648208
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