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Learning and portfolio decisions for CRRA investors
Longo, Michele; Mainini, Alessandra - In: International journal of theoretical and applied finance 19 (2016) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10011523763
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Bayesian learning for the Markowitz portfolio selection problem
De Franco, Carmine; Nicolle, Johann; Pham, Huyên - In: International journal of theoretical and applied finance 22 (2019) 7, pp. 1-40
Persistent link: https://www.econbiz.de/10012153463
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Security markets with price limits : a Bayesian approach
Harel, Arie; Harpaz, Giora - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 359-372
Persistent link: https://www.econbiz.de/10003344304
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Prediction of financial data with Hidden Markov Mixtures of Experts
Liehr, Stefan; Pawelzik, Klaus; Kohlmorgen, Jens; Lemm, … - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 593
Persistent link: https://www.econbiz.de/10001524504
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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
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Learning short-option valuation in the presence of rare events
Raberto, M. (contributor) - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 563-564
Persistent link: https://www.econbiz.de/10001524410
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Heterogeneity in risk preferences leads to stochastic volatility
Leisen, Dietmar - In: International journal of theoretical and applied finance 21 (2018) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10011926621
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Bayesian inference, prior information on volatility, and option pricing : a maximum entropy approach
Venagas-Martínez, Francisco - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10002625103
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Bayesian model selection via filtering for a class of micro-movement models of asset price
Kouritzin, Michael A.; Zeng, Yong - In: International journal of theoretical and applied finance 8 (2005) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10002625269
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Financial friction and multiplicative Markov market games
Aurell, Erik; Muratore-Ginanneschi, Paolo - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 501-510
Persistent link: https://www.econbiz.de/10001523035