Pages that link to "Item:Q5242893"
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The following pages link to Bayesian estimation of the efficient frontier (Q5242893):
Displaying 15 items.
- Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking (Q299808) (← links)
- Statistical inference of the efficient frontier for dependent asset returns (Q840988) (← links)
- Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
- A dynamic view of the portfolio efficiency frontier (Q1823827) (← links)
- Bayesian portfolio selection using VaR and CVaR (Q2141202) (← links)
- Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- Construction and inferences of the efficient frontier in elliptical models (Q2919540) (← links)
- ON THE UNBIASED ESTIMATOR OF THE EFFICIENT FRONTIER (Q3067764) (← links)
- BAYESIAN INFERENCE FOR THE TANGENT PORTFOLIO (Q4645332) (← links)
- Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q4991069) (← links)
- Discriminant analysis in small and large dimensions (Q5117960) (← links)
- Statistical inference procedure for the mean-variance efficient frontier with estimated parameters (Q5963003) (← links)
- Sampling distributions of optimal portfolio weights and characteristics in small and large dimensions (Q6063734) (← links)
- Sample and realized minimum variance portfolios: estimation, statistical inference, and tests (Q6602369) (← links)
