Narrow search
Showing 1 - 4 of 4
Cover Image
Bayesian portfolio selection : an empirical analysis of the S&P 500 index 1970 - 1996
Polson, Nicholas G.; Tew, Bernard V. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 164-173
Persistent link: https://www.econbiz.de/10001469570
Cover Image
Optimal filtering of jump diffusions : extracting latent states from asset prices
Johannes, Michael S.; Polson, Nicholas G.; Stroud, … - In: The review of financial studies 22 (2009) 7, pp. 2759-2799
Persistent link: https://www.econbiz.de/10003866870
Cover Image
Sequential learning, predictability, and optimal portfolio returns
Johannes, Michael; Korteweg, Arthur; Polson, Nicholas G. - In: The journal of finance : the journal of the American … 69 (2014) 2, pp. 611-644
Persistent link: https://www.econbiz.de/10010372386
Cover Image
The impact of jumps in volatility and returns
Eraker, Bjørn; Johannes, Michael; Polson, Nicholas G. - In: The journal of finance : the journal of the American … 58 (2003) 3, pp. 1269-1300
Persistent link: https://www.econbiz.de/10001762606