Pages that link to "Item:Q4991069"
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The following pages link to Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069):
Displaying 12 items.
- Quantile-based optimal portfolio selection (Q2051167) (← links)
- Recent advances in shrinkage-based high-dimensional inference (Q2062777) (← 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 of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Smart network based portfolios (Q2675737) (← links)
- Bayesian adaptive portfolio optimization (Q2771118) (← links)
- Portfolio choice and the Bayesian Kelly criterion (Q4332214) (← links)
- BAYESIAN INTERPRETATION OF CONTINUOUS-TIME UNIVERSAL PORTFOLIOS(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803737) (← links)
- BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM (Q5207492) (← links)
- Optimal investment in ambiguous financial markets with learning (Q6554635) (← links)