Pages that link to "Item:Q819095"
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The following pages link to Bayesian portfolio selection with multi-variate random variance models (Q819095):
Displaying 27 items.
- Optimal strategies for selecting project portfolios using uncertain value estimates (Q297038) (← links)
- Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- On the exact solution of the multi-period portfolio choice problem for an exponential utility under return predictability (Q319811) (← links)
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
- A simulation approach to statistical estimation of multiperiod optimal portfolios (Q444214) (← links)
- Portfolio selection using \(\lambda\) mean and hybrid entropy (Q635977) (← links)
- Bayesian portfolio selection with multi-variate random variance models (Q819095) (← links)
- An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (Q855247) (← links)
- Stochastic dominance and mean-variance measures of profit and loss for business planning and investment (Q881544) (← links)
- Comment on article by Windle and Carvalho (Q899054) (← links)
- Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288) (← links)
- Multi-period mean-variance portfolio optimization based on Monte-Carlo simulation (Q1656758) (← links)
- Bayesian emulation for multi-step optimization in decision problems (Q1757667) (← links)
- Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods (Q1926754) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← 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)
- Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
- Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900) (← links)
- BAYESIAN INTERPRETATION OF CONTINUOUS-TIME UNIVERSAL PORTFOLIOS(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803737) (← links)
- Real-time covariance estimation for the local level model (Q4979095) (← links)
- Time-varying vector autoregressive models with stochastic volatility (Q5124768) (← links)
- Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach (Q5133548) (← links)
- Multi-period power utility optimization under stock return predictability (Q6088760) (← links)
