Pages that link to "Item:Q2784082"
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The following pages link to Hierarchical Bayes methods for multifactor model estimation and portfolio selection (Q2784082):
Displaying 5 items.
- Regularized factor portfolio for cross-sectional multifactor models (Q2082324) (← links)
- Flexible shrinkage in portfolio selection (Q2271631) (← links)
- No-transaction bounds and estimation risk (Q3568906) (← links)
- Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach (Q5133548) (← links)
- Weighing asset pricing factors: a least squares model averaging approach (Q5235457) (← links)