Pages that link to "Item:Q2293380"
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The following pages link to Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380):
Displaying 7 items.
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969) (← links)
- Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542) (← 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 mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)