Pages that link to "Item:Q2141202"
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The following pages link to Bayesian portfolio selection using VaR and CVaR (Q2141202):
Displaying 14 items.
- A Bayesian information criterion for portfolio selection (Q429627) (← links)
- Bayesian portfolio selection with multi-variate random variance models (Q819095) (← links)
- An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (Q855247) (← links)
- A general approach to Bayesian portfolio optimization (Q1040692) (← links)
- Regularizing portfolio risk analysis: a Bayesian approach (Q1707049) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← links)
- Portfolio selection based on Bayesian theory (Q2298422) (← links)
- On Bayesian value at risk: from linear to non-linear portfolios (Q2431780) (← links)
- Mean-variance portfolios using Bayesian vector-autoregressive forcasts (Q2457772) (← links)
- Bayesian Value-at-Risk with product partition models (Q2869966) (← links)
- Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705) (← links)
- Portfolio choice and the Bayesian Kelly criterion (Q4332214) (← links)
- Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach (Q5133548) (← links)
