Pages that link to "Item:Q2179969"
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The following pages link to Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969):
Displaying 5 items.
- Predictable returns and asset allocation: should a skeptical investor time the market? (Q301975) (← links)
- Forecast density combinations of dynamic models and data driven portfolio strategies (Q1740348) (← links)
- Mean-variance portfolios using Bayesian vector-autoregressive forcasts (Q2457772) (← links)
- Integrating prediction in mean-variance portfolio optimization (Q6158411) (← links)
- Variational Inference for Large Bayesian Vector Autoregressions (Q6626273) (← links)