Pages that link to "Item:Q1040692"
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The following pages link to A general approach to Bayesian portfolio optimization (Q1040692):
Displaying 15 items.
- A theoretical foundation of portfolio resampling (Q497474) (← links)
- Multiple tests for the performance of different investment strategies (Q1633252) (← links)
- Regularizing portfolio risk analysis: a Bayesian approach (Q1707049) (← links)
- Bayesian emulation for multi-step optimization in decision problems (Q1757667) (← links)
- Sparse portfolio selection via Bayesian multiple testing (Q2061782) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Portfolio selection based on Bayesian theory (Q2298422) (← links)
- Mean-variance portfolios using Bayesian vector-autoregressive forcasts (Q2457772) (← links)
- Bayesian adaptive portfolio optimization (Q2771118) (← links)
- Portfolio choice and the Bayesian Kelly criterion (Q4332214) (← links)
- BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332) (← links)
- BAYESIAN INTERPRETATION OF CONTINUOUS-TIME UNIVERSAL PORTFOLIOS(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803737) (← links)
- Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361) (← links)